$23.88
-0.20 (-0.83%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.15% | Sharpe | −0.33 |
| Sortino | −0.45 |
| Beta | 0.07 | Correlation | 0.04 |
| Up capture | −12.22% | Down capture | 62.22% |
Relative Value shows 0.32 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.54% | Ulcer Index | 24.91 |
| MTD | −4.52% | QTD | −3.79% |
| YTD | 3.49% | Window (ann., 3.0y) | −11.82% |
| Skewness | 0.01 | Excess Kurtosis | 18.11 |
| Omega (θ=0) | 0.94 | Tail Ratio | 1.01 |
| Gain/Pain | −0.06 | Hit Rate | 48.87% |
| Win/Loss | 0.96 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.23% | -4.41% | -2.85% | -4.01% |
| CVaR (ES) | -3.78% | -8.00% | -3.56% | -4.59% |
| VaR (Cornish-Fisher) | — | — | -2.22% | -11.24% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.54% | 2023-08-29 | 2026-05-15 | ongoing | 681 | — |
| -1.23% | 2023-08-22 | 2023-08-23 | 2023-08-25 | 1 | 2 |
Worst depth first · lengths in trading days.