$20.21
-0.11 (-0.54%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.30% | Sharpe | 0.18 |
| Sortino | 0.23 |
| Beta | 1.43 | Correlation | 0.35 |
| Up capture | 96.15% | Down capture | 207.33% |
Relative Value shows 0.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.07% | Ulcer Index | 44.56 |
| MTD | 10.92% | QTD | 27.35% |
| YTD | 49.34% | Window (ann., 3.0y) | −3.41% |
| Skewness | −1.28 | Excess Kurtosis | 9.09 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.00 |
| Gain/Pain | 0.03 | Hit Rate | 51.07% |
| Win/Loss | 0.96 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.38% | -8.10% | -4.97% | -7.04% |
| CVaR (ES) | -7.17% | -14.50% | -6.24% | -8.08% |
| VaR (Cornish-Fisher) | — | — | -5.43% | -14.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.07% | 2024-07-23 | 2026-04-02 | ongoing | 425 | — |
| -25.98% | 2023-11-16 | 2024-01-31 | 2024-03-28 | 50 | 40 |
| -23.44% | 2024-04-01 | 2024-04-30 | 2024-05-28 | 21 | 19 |
| -19.09% | 2024-06-12 | 2024-06-13 | 2024-07-23 | 1 | 26 |
| -7.51% | 2023-09-28 | 2023-10-05 | 2023-11-14 | 5 | 28 |
| -5.64% | 2023-09-14 | 2023-09-19 | 2023-09-26 | 3 | 5 |
| -3.12% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
| -2.67% | 2023-09-01 | 2023-09-05 | 2023-09-06 | 1 | 1 |
| -2.28% | 2023-09-12 | 2023-09-13 | 2023-09-14 | 1 | 1 |
| -1.93% | 2024-06-10 | 2024-06-11 | 2024-06-12 | 1 | 1 |
Worst depth first · lengths in trading days.