$15.00
-0.03 (-0.20%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.17% | Sharpe | 0.21 |
| Sortino | 0.28 |
| Beta | 0.56 | Correlation | 0.14 |
| Up capture | −1.47% | Down capture | −147.24% |
Relative Value shows 0.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.52% | Ulcer Index | 44.32 |
| MTD | 7.84% | QTD | 3.81% |
| YTD | 10.01% | Window (ann., 3.0y) | 0.82% |
| Skewness | −0.74 | Excess Kurtosis | 8.21 |
| Omega (θ=0) | 1.04 | Tail Ratio | 0.92 |
| Gain/Pain | 0.04 | Hit Rate | 52.67% |
| Win/Loss | 0.92 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.57% | -6.79% | -3.82% | -5.42% |
| CVaR (ES) | -5.53% | -9.11% | -4.80% | -6.21% |
| VaR (Cornish-Fisher) | — | — | -3.90% | -10.70% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.52% | 2023-12-26 | 2026-05-14 | ongoing | 597 | — |
| -9.33% | 2023-08-29 | 2023-09-13 | 2023-10-06 | 10 | 17 |
| -7.73% | 2023-11-27 | 2023-12-01 | 2023-12-07 | 4 | 4 |
| -7.12% | 2023-11-06 | 2023-11-07 | 2023-11-09 | 1 | 2 |
| -5.89% | 2023-10-17 | 2023-10-20 | 2023-10-30 | 3 | 6 |
| -3.64% | 2023-11-14 | 2023-11-20 | 2023-11-22 | 4 | 2 |
| -3.63% | 2023-12-19 | 2023-12-20 | 2023-12-22 | 1 | 2 |
| -2.63% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -1.91% | 2023-11-09 | 2023-11-13 | 2023-11-14 | 2 | 1 |
| -1.41% | 2023-12-12 | 2023-12-13 | 2023-12-14 | 1 | 1 |
Worst depth first · lengths in trading days.