$7.52
-0.03 (-0.40%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.79% | Sharpe | 0.41 |
| Sortino | 0.56 |
| Beta | 1.22 | Correlation | 0.56 |
| Up capture | 103.81% | Down capture | 227.63% |
Relative Value shows 1.55 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −41.36% | Ulcer Index | 12.23 |
| MTD | 1.48% | QTD | −4.81% |
| YTD | −2.34% | Window (ann., 3.0y) | 7.60% |
| Skewness | −0.65 | Excess Kurtosis | 4.42 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.02 |
| Gain/Pain | 0.07 | Hit Rate | 50.80% |
| Win/Loss | 0.97 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.68% | -5.22% | -2.84% | -4.03% |
| CVaR (ES) | -4.33% | -6.72% | -3.57% | -4.62% |
| VaR (Cornish-Fisher) | — | — | -2.99% | -6.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -41.36% | 2023-08-29 | 2023-10-25 | 2024-07-12 | 40 | 178 |
| -25.71% | 2025-02-20 | 2025-04-10 | 2025-11-11 | 35 | 148 |
| -16.82% | 2024-07-17 | 2024-12-27 | 2025-02-20 | 114 | 35 |
| -16.54% | 2026-01-16 | 2026-03-20 | ongoing | 43 | — |
| -3.93% | 2025-12-05 | 2025-12-11 | 2025-12-18 | 4 | 5 |
| -3.31% | 2025-11-11 | 2025-11-17 | 2025-11-25 | 4 | 6 |
| -2.93% | 2025-12-22 | 2025-12-23 | 2026-01-06 | 1 | 8 |
| -1.18% | 2026-01-06 | 2026-01-08 | 2026-01-09 | 2 | 1 |
| -0.73% | 2025-11-28 | 2025-12-02 | 2025-12-04 | 2 | 2 |
| -0.21% | 2024-07-12 | 2024-07-15 | 2024-07-16 | 1 | 1 |
Worst depth first · lengths in trading days.