$21.27
-0.39 (-1.80%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.15% | Sharpe | −0.28 |
| Sortino | −0.41 |
| Beta | 1.00 | Correlation | 0.38 |
| Up capture | 27.40% | Down capture | 223.93% |
Relative Value shows 1.03 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −54.31% | Ulcer Index | 35.54 |
| MTD | −23.35% | QTD | −20.99% |
| YTD | −17.04% | Window (ann., 3.0y) | −17.26% |
| Skewness | 0.79 | Excess Kurtosis | 9.57 |
| Omega (θ=0) | 0.95 | Tail Ratio | 0.97 |
| Gain/Pain | −0.05 | Hit Rate | 47.40% |
| Win/Loss | 1.04 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.86% | -5.98% | -4.20% | -5.93% |
| CVaR (ES) | -5.37% | -8.67% | -5.26% | -6.79% |
| VaR (Cornish-Fisher) | — | — | -3.12% | -9.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -54.31% | 2023-08-30 | 2025-05-06 | ongoing | 421 | — |
| -1.98% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
Worst depth first · lengths in trading days.