$29.50
-0.03 (-0.10%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.44% | Sharpe | −0.18 |
| Sortino | −0.25 |
| Beta | 1.10 | Correlation | 0.40 |
| Up capture | 54.01% | Down capture | 272.48% |
Relative Value shows 1.15 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.03% | Ulcer Index | 38.15 |
| MTD | 7.00% | QTD | 7.55% |
| YTD | 4.57% | Window (ann., 3.0y) | −18.35% |
| Skewness | −0.13 | Excess Kurtosis | 6.10 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.04 |
| Gain/Pain | −0.03 | Hit Rate | 47.14% |
| Win/Loss | 1.07 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.22% | -7.64% | -5.05% | -7.13% |
| CVaR (ES) | -6.89% | -12.31% | -6.33% | -8.17% |
| VaR (Cornish-Fisher) | — | — | -4.79% | -11.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.03% | 2023-12-27 | 2026-05-04 | ongoing | 588 | — |
| -21.37% | 2023-08-21 | 2023-11-09 | 2023-12-21 | 57 | 29 |
| -0.20% | 2023-12-21 | 2023-12-22 | 2023-12-26 | 1 | 1 |
Worst depth first · lengths in trading days.