$17.09
+0.38 (+2.27%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.21% | Sharpe | 0.20 |
| Sortino | 0.28 |
| Beta | 0.94 | Correlation | 0.30 |
| Up capture | 86.97% | Down capture | 188.13% |
Relative Value shows 0.86 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.49% | Ulcer Index | 39.99 |
| MTD | 15.16% | QTD | 39.17% |
| YTD | 97.32% | Window (ann., 3.0y) | 0.51% |
| Skewness | −0.99 | Excess Kurtosis | 10.85 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.03 |
| Gain/Pain | 0.04 | Hit Rate | 50.93% |
| Win/Loss | 0.95 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.50% | -5.63% | -3.83% | -5.42% |
| CVaR (ES) | -5.46% | -9.93% | -4.81% | -6.22% |
| VaR (Cornish-Fisher) | — | — | -3.93% | -12.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.49% | 2024-03-27 | 2025-11-20 | ongoing | 415 | — |
| -9.44% | 2024-01-02 | 2024-01-09 | 2024-02-15 | 5 | 26 |
| -7.43% | 2023-10-11 | 2023-10-24 | 2023-11-09 | 9 | 12 |
| -4.27% | 2023-09-01 | 2023-09-26 | 2023-10-05 | 16 | 7 |
| -3.84% | 2024-03-08 | 2024-03-19 | 2024-03-27 | 7 | 6 |
| -2.88% | 2024-03-01 | 2024-03-05 | 2024-03-08 | 2 | 3 |
| -2.48% | 2023-12-04 | 2023-12-06 | 2023-12-19 | 2 | 9 |
| -1.68% | 2023-12-27 | 2023-12-29 | 2024-01-02 | 2 | 1 |
| -1.66% | 2023-11-22 | 2023-11-28 | 2023-12-01 | 3 | 3 |
| -0.82% | 2024-02-27 | 2024-02-28 | 2024-02-29 | 1 | 1 |
Worst depth first · lengths in trading days.