$8.88
+0.01 (+0.11%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.21% | Sharpe | 0.01 |
| Sortino | 0.01 |
| Beta | 1.03 | Correlation | 0.46 |
| Up capture | 45.90% | Down capture | 149.26% |
Relative Value shows 0.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −48.39% | Ulcer Index | 23.36 |
| MTD | 24.38% | QTD | 23.01% |
| YTD | 7.45% | Window (ann., 3.0y) | −5.05% |
| Skewness | 0.30 | Excess Kurtosis | 8.13 |
| Omega (θ=0) | 1.00 | Tail Ratio | 0.89 |
| Gain/Pain | 0.00 | Hit Rate | 48.40% |
| Win/Loss | 1.01 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.43% | -4.76% | -3.44% | -4.87% |
| CVaR (ES) | -4.56% | -6.72% | -4.31% | -5.57% |
| VaR (Cornish-Fisher) | — | — | -2.91% | -8.30% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.39% | 2024-11-06 | 2026-05-13 | ongoing | 376 | — |
| -18.05% | 2023-08-23 | 2023-10-23 | 2023-11-14 | 42 | 16 |
| -12.48% | 2024-07-26 | 2024-08-13 | 2024-09-19 | 12 | 26 |
| -10.17% | 2024-05-16 | 2024-07-05 | 2024-07-23 | 33 | 12 |
| -9.40% | 2023-12-27 | 2024-02-05 | 2024-05-16 | 26 | 71 |
| -9.13% | 2024-09-19 | 2024-10-10 | 2024-10-18 | 15 | 6 |
| -8.08% | 2024-10-18 | 2024-10-25 | 2024-11-06 | 5 | 8 |
| -7.18% | 2023-11-14 | 2023-11-21 | 2023-11-30 | 5 | 6 |
| -3.03% | 2023-12-14 | 2023-12-18 | 2023-12-26 | 2 | 5 |
| -2.40% | 2023-12-06 | 2023-12-07 | 2023-12-12 | 1 | 3 |
Worst depth first · lengths in trading days.