$17.20
+0.08 (+0.47%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.13% | Sharpe | 0.64 |
| Sortino | 0.95 |
| Beta | 1.55 | Correlation | 0.47 |
| Up capture | 165.26% | Down capture | 237.73% |
Relative Value shows 1.10 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −41.34% | Ulcer Index | 18.02 |
| MTD | 1.00% | QTD | −4.66% |
| YTD | 29.51% | Window (ann., 3.0y) | 19.59% |
| Skewness | 0.38 | Excess Kurtosis | 12.09 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.10 |
| Gain/Pain | 0.13 | Hit Rate | 50.73% |
| Win/Loss | 1.03 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.37% | -6.78% | -4.16% | -5.92% |
| CVaR (ES) | -5.53% | -10.37% | -5.24% | -6.80% |
| VaR (Cornish-Fisher) | — | — | -3.24% | -12.37% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -41.34% | 2023-10-10 | 2024-02-13 | 2024-07-23 | 86 | 110 |
| -35.10% | 2024-11-11 | 2025-04-08 | 2025-09-18 | 100 | 112 |
| -26.45% | 2026-02-20 | 2026-03-20 | 2026-05-05 | 20 | 31 |
| -23.20% | 2024-07-26 | 2024-08-12 | 2024-10-30 | 11 | 56 |
| -20.35% | 2025-09-18 | 2025-11-19 | 2026-01-13 | 44 | 36 |
| -15.88% | 2026-06-18 | 2026-07-20 | ongoing | 20 | — |
| -5.69% | 2026-01-22 | 2026-01-28 | 2026-02-20 | 4 | 16 |
| -4.80% | 2026-05-06 | 2026-05-12 | 2026-05-20 | 4 | 6 |
| -4.42% | 2023-08-29 | 2023-09-05 | 2023-09-12 | 4 | 5 |
| -3.53% | 2026-06-02 | 2026-06-05 | 2026-06-11 | 3 | 2 |
Worst depth first · lengths in trading days.