$13.85
-0.11 (-0.79%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.12% | Sharpe | 0.13 |
| Sortino | 0.20 |
| Beta | 1.02 | Correlation | 0.39 |
| Up capture | 81.45% | Down capture | 218.75% |
Relative Value shows 0.30 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.13% | Ulcer Index | 34.90 |
| MTD | 6.78% | QTD | 5.48% |
| YTD | 9.66% | Window (ann., 3.0y) | −1.16% |
| Skewness | 0.94 | Excess Kurtosis | 13.41 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.08 |
| Gain/Pain | 0.02 | Hit Rate | 49.87% |
| Win/Loss | 1.00 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.97% | -5.10% | -3.52% | -4.98% |
| CVaR (ES) | -4.57% | -7.34% | -4.42% | -5.71% |
| VaR (Cornish-Fisher) | — | — | -2.33% | -9.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.13% | 2024-11-06 | 2026-06-05 | ongoing | 394 | — |
| -16.96% | 2023-12-27 | 2024-02-13 | 2024-05-02 | 32 | 55 |
| -11.58% | 2023-08-30 | 2023-10-23 | 2023-12-01 | 37 | 28 |
| -11.23% | 2024-05-03 | 2024-06-14 | 2024-07-16 | 29 | 20 |
| -11.18% | 2024-07-17 | 2024-08-12 | 2024-08-23 | 18 | 9 |
| -8.79% | 2024-10-17 | 2024-11-01 | 2024-11-06 | 11 | 3 |
| -5.49% | 2023-12-05 | 2023-12-12 | 2023-12-18 | 5 | 4 |
| -5.36% | 2024-09-20 | 2024-10-03 | 2024-10-16 | 9 | 9 |
| -3.59% | 2024-08-30 | 2024-09-03 | 2024-09-04 | 1 | 1 |
| -3.39% | 2024-09-04 | 2024-09-10 | 2024-09-12 | 4 | 2 |
Worst depth first · lengths in trading days.