$16.44
+0.45 (+2.81%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.32% | Sharpe | 1.23 |
| Sortino | 1.99 |
| Beta | 0.91 | Correlation | 0.24 |
| Up capture | 192.31% | Down capture | −26.84% |
Relative Value shows 0.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.54% | Ulcer Index | 15.18 |
| MTD | −10.80% | QTD | −7.90% |
| YTD | 21.87% | Window (ann., 3.0y) | 65.58% |
| Skewness | 0.92 | Excess Kurtosis | 8.29 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.18 |
| Gain/Pain | 0.24 | Hit Rate | 50.00% |
| Win/Loss | 1.18 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.55% | -7.40% | -5.17% | -7.41% |
| CVaR (ES) | -6.44% | -10.02% | -6.54% | -8.53% |
| VaR (Cornish-Fisher) | — | — | -3.70% | -10.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.54% | 2024-12-03 | 2025-03-06 | 2025-09-08 | 62 | 127 |
| -25.44% | 2023-10-09 | 2023-11-01 | 2023-12-21 | 17 | 35 |
| -24.05% | 2026-02-24 | 2026-05-08 | 2026-06-18 | 50 | 25 |
| -22.57% | 2026-06-29 | 2026-08-20 | ongoing | 37 | — |
| -16.25% | 2024-08-23 | 2024-11-04 | 2024-11-21 | 50 | 13 |
| -14.97% | 2024-07-19 | 2024-08-05 | 2024-08-14 | 11 | 7 |
| -14.89% | 2023-09-20 | 2023-10-03 | 2023-10-09 | 9 | 4 |
| -14.10% | 2024-03-01 | 2024-04-10 | 2024-04-25 | 27 | 11 |
| -14.07% | 2024-06-11 | 2024-06-20 | 2024-07-03 | 6 | 9 |
| -12.96% | 2024-01-10 | 2024-01-30 | 2024-02-26 | 13 | 18 |
Worst depth first · lengths in trading days.