$23.11
-0.46 (-1.95%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.46% | Sharpe | 0.08 |
| Sortino | 0.11 |
| Beta | 1.21 | Correlation | 0.35 |
| Up capture | 79.40% | Down capture | 248.37% |
Relative Value shows 1.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.50% | Ulcer Index | 30.50 |
| MTD | −6.55% | QTD | −9.73% |
| YTD | −16.93% | Window (ann., 3.0y) | −6.29% |
| Skewness | 0.05 | Excess Kurtosis | 18.75 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.06 |
| Gain/Pain | 0.01 | Hit Rate | 50.47% |
| Win/Loss | 0.98 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.59% | -7.32% | -4.59% | -6.50% |
| CVaR (ES) | -6.27% | -12.35% | -5.76% | -7.45% |
| VaR (Cornish-Fisher) | — | — | -3.49% | -18.67% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.50% | 2023-09-01 | 2025-04-08 | 2025-09-15 | 400 | 109 |
| -31.69% | 2025-09-18 | 2026-03-06 | ongoing | 116 | — |
| -2.08% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -0.51% | 2025-09-16 | 2025-09-17 | 2025-09-18 | 1 | 1 |
Worst depth first · lengths in trading days.