$23.50
+0.15 (+0.64%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.62% | Sharpe | 0.89 |
| Sortino | 1.44 |
| Beta | 3.13 | Correlation | 0.61 |
| Up capture | 267.02% | Down capture | 248.16% |
Relative Value shows 2.28 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.77% | Ulcer Index | 27.52 |
| MTD | 21.76% | QTD | 23.81% |
| YTD | 44.79% | Window (ann., 3.0y) | 42.84% |
| Skewness | 0.92 | Excess Kurtosis | 6.11 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.05 |
| Gain/Pain | 0.18 | Hit Rate | 50.67% |
| Win/Loss | 1.10 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.40% | -7.73% | -6.07% | -8.67% |
| CVaR (ES) | -7.48% | -11.90% | -7.66% | -9.96% |
| VaR (Cornish-Fisher) | — | — | -4.54% | -10.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.77% | 2025-08-28 | 2026-02-12 | ongoing | 115 | — |
| -57.49% | 2025-02-07 | 2025-04-08 | 2025-06-30 | 41 | 56 |
| -30.83% | 2024-03-01 | 2024-04-19 | 2024-05-24 | 34 | 25 |
| -25.34% | 2023-09-06 | 2023-10-26 | 2023-12-13 | 36 | 33 |
| -24.84% | 2024-07-16 | 2024-10-02 | 2024-11-12 | 55 | 29 |
| -15.89% | 2024-12-06 | 2025-01-16 | 2025-02-06 | 26 | 14 |
| -11.84% | 2025-07-02 | 2025-08-07 | 2025-08-25 | 25 | 12 |
| -11.69% | 2023-12-26 | 2024-01-17 | 2024-02-16 | 14 | 22 |
| -10.37% | 2024-02-16 | 2024-02-22 | 2024-02-27 | 3 | 3 |
| -9.11% | 2024-02-27 | 2024-02-28 | 2024-02-29 | 1 | 1 |
Worst depth first · lengths in trading days.