$25.65
-0.58 (-2.21%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.67% | Sharpe | −0.03 |
| Sortino | −0.05 |
| Beta | 1.06 | Correlation | 0.34 |
| Up capture | 50.05% | Down capture | 207.73% |
Relative Value shows 1.00 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.13% | Ulcer Index | 40.10 |
| MTD | 27.04% | QTD | 34.08% |
| YTD | 44.43% | Window (ann., 3.0y) | −12.44% |
| Skewness | 0.32 | Excess Kurtosis | 1.88 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.08 |
| Gain/Pain | −0.01 | Hit Rate | 48.53% |
| Win/Loss | 1.05 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.64% | -7.11% | -5.05% | -7.14% |
| CVaR (ES) | -6.35% | -9.09% | -6.33% | -8.18% |
| VaR (Cornish-Fisher) | — | — | -4.65% | -7.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.13% | 2023-08-30 | 2026-04-29 | ongoing | 667 | — |
| -4.97% | 2023-08-21 | 2023-08-25 | 2023-08-30 | 4 | 3 |
Worst depth first · lengths in trading days.