$29.20
+0.61 (+2.13%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.76% | Sharpe | 0.54 |
| Sortino | 0.80 |
| Beta | 1.61 | Correlation | 0.40 |
| Up capture | 167.87% | Down capture | 232.67% |
Relative Value shows 0.84 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.97% | Ulcer Index | 32.56 |
| MTD | −0.88% | QTD | 5.04% |
| YTD | 40.64% | Window (ann., 3.0y) | 15.04% |
| Skewness | −0.06 | Excess Kurtosis | 5.87 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.25 |
| Gain/Pain | 0.10 | Hit Rate | 48.27% |
| Win/Loss | 1.17 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.78% | -7.00% | -4.75% | -6.75% |
| CVaR (ES) | -6.31% | -10.87% | -5.98% | -7.75% |
| VaR (Cornish-Fisher) | — | — | -4.45% | -10.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.97% | 2024-11-11 | 2025-11-17 | ongoing | 254 | — |
| -28.37% | 2024-03-27 | 2024-06-25 | 2024-07-17 | 61 | 15 |
| -26.58% | 2023-09-01 | 2023-10-25 | 2023-11-24 | 37 | 21 |
| -21.85% | 2024-07-26 | 2024-10-03 | 2024-11-06 | 48 | 24 |
| -9.22% | 2024-01-31 | 2024-02-05 | 2024-02-15 | 3 | 8 |
| -7.15% | 2023-12-20 | 2024-01-03 | 2024-01-11 | 8 | 6 |
| -6.71% | 2024-02-16 | 2024-03-14 | 2024-03-21 | 18 | 5 |
| -5.05% | 2024-11-06 | 2024-11-07 | 2024-11-11 | 1 | 2 |
| -4.05% | 2023-12-04 | 2023-12-06 | 2023-12-13 | 2 | 5 |
| -3.75% | 2023-08-21 | 2023-08-22 | 2023-09-01 | 1 | 8 |
Worst depth first · lengths in trading days.