$11.09
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.27% | Sharpe | 0.05 |
| Sortino | 0.08 |
| Beta | 1.24 | Correlation | 0.44 |
| Up capture | 83.53% | Down capture | 220.86% |
Relative Value shows 0.62 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.02% | Ulcer Index | 33.51 |
| MTD | −3.23% | QTD | 2.59% |
| YTD | 18.23% | Window (ann., 3.0y) | −3.10% |
| Skewness | 0.09 | Excess Kurtosis | 5.28 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.07 |
| Gain/Pain | 0.01 | Hit Rate | 45.54% |
| Win/Loss | 1.08 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.95% | -4.61% | -3.23% | -4.58% |
| CVaR (ES) | -4.34% | -7.74% | -4.06% | -5.24% |
| VaR (Cornish-Fisher) | — | — | -2.97% | -6.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.02% | 2024-01-03 | 2025-09-10 | ongoing | 422 | — |
| -5.25% | 2023-09-05 | 2023-09-28 | 2023-10-27 | 17 | 21 |
| -2.76% | 2023-10-27 | 2023-11-01 | 2023-11-06 | 3 | 3 |
| -1.36% | 2023-11-16 | 2023-11-20 | 2023-11-24 | 2 | 3 |
| -0.71% | 2023-08-22 | 2023-08-28 | 2023-08-29 | 4 | 1 |
| -0.48% | 2023-11-24 | 2023-11-27 | 2023-11-30 | 1 | 3 |
| -0.46% | 2023-08-29 | 2023-08-30 | 2023-09-05 | 1 | 3 |
| -0.41% | 2023-11-30 | 2023-12-01 | 2023-12-04 | 1 | 1 |
| -0.23% | 2023-11-06 | 2023-11-07 | 2023-11-08 | 1 | 1 |
| -0.20% | 2023-12-04 | 2023-12-05 | 2023-12-06 | 1 | 1 |
Worst depth first · lengths in trading days.