$13.59
-0.05 (-0.37%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 54.88% | Sharpe | 0.55 |
| Sortino | 0.89 |
| Beta | −0.02 | Correlation | −0.01 |
| Up capture | 65.43% | Down capture | −69.05% |
| Max Drawdown | −39.79% | Ulcer Index | 19.11 |
| MTD | −3.75% | QTD | −7.55% |
| YTD | −26.38% | Window (ann., 3.0y) | 16.64% |
| Skewness | 1.70 | Excess Kurtosis | 15.35 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.14 |
| Gain/Pain | 0.11 | Hit Rate | 47.60% |
| Win/Loss | 1.19 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.91% | -7.33% | -5.57% | -7.92% |
| CVaR (ES) | -6.79% | -9.45% | -7.01% | -9.09% |
| VaR (Cornish-Fisher) | — | — | -2.64% | -12.27% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.79% | 2025-06-02 | 2026-08-17 | ongoing | 301 | — |
| -30.27% | 2023-09-28 | 2023-11-01 | 2024-01-02 | 24 | 41 |
| -30.15% | 2024-05-01 | 2024-06-21 | 2024-07-05 | 35 | 9 |
| -29.25% | 2024-07-12 | 2025-04-04 | 2025-05-27 | 183 | 35 |
| -20.75% | 2023-08-22 | 2023-09-08 | 2023-09-15 | 12 | 5 |
| -18.18% | 2024-03-08 | 2024-04-02 | 2024-04-16 | 16 | 10 |
| -16.60% | 2024-01-22 | 2024-02-05 | 2024-02-26 | 10 | 14 |
| -13.79% | 2024-04-16 | 2024-04-22 | 2024-04-29 | 4 | 5 |
| -8.13% | 2023-09-19 | 2023-09-25 | 2023-09-28 | 4 | 3 |
| -7.33% | 2024-07-09 | 2024-07-10 | 2024-07-12 | 1 | 2 |
Worst depth first · lengths in trading days.