$23.03
+0.27 (+1.19%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.90% | Sharpe | 0.47 |
| Sortino | 0.69 |
| Beta | 0.81 | Correlation | 0.24 |
| Up capture | 90.32% | Down capture | 77.02% |
Relative Value shows 1.37 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −53.00% | Ulcer Index | 28.72 |
| MTD | 2.26% | QTD | 12.56% |
| YTD | 28.59% | Window (ann., 3.0y) | 11.30% |
| Skewness | 0.32 | Excess Kurtosis | 18.18 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.18 |
| Gain/Pain | 0.09 | Hit Rate | 49.60% |
| Win/Loss | 1.09 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.63% | -6.63% | -4.77% | -6.79% |
| CVaR (ES) | -6.27% | -12.11% | -6.01% | -7.79% |
| VaR (Cornish-Fisher) | — | — | -3.42% | -18.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -53.00% | 2024-07-31 | 2025-11-18 | ongoing | 327 | — |
| -19.80% | 2024-02-29 | 2024-04-17 | 2024-07-31 | 33 | 72 |
| -16.41% | 2023-12-14 | 2024-01-17 | 2024-02-15 | 21 | 21 |
| -13.78% | 2023-09-01 | 2023-09-11 | 2023-09-20 | 5 | 7 |
| -12.77% | 2023-10-17 | 2023-10-27 | 2023-11-30 | 8 | 23 |
| -5.90% | 2023-09-21 | 2023-09-26 | 2023-09-27 | 3 | 1 |
| -5.75% | 2024-02-15 | 2024-02-20 | 2024-02-29 | 2 | 7 |
| -4.28% | 2023-09-27 | 2023-09-28 | 2023-10-10 | 1 | 8 |
| -4.03% | 2023-10-11 | 2023-10-13 | 2023-10-17 | 2 | 2 |
| -2.41% | 2023-08-21 | 2023-08-24 | 2023-08-28 | 3 | 2 |
Worst depth first · lengths in trading days.