$15.66
+0.08 (+0.51%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.40% | Sharpe | 0.21 |
| Sortino | 0.32 |
| Beta | 0.88 | Correlation | 0.37 |
| Up capture | 80.40% | Down capture | 155.90% |
Relative Value shows 0.64 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −45.52% | Ulcer Index | 26.52 |
| MTD | −9.69% | QTD | −11.92% |
| YTD | −7.56% | Window (ann., 3.0y) | −0.13% |
| Skewness | 0.93 | Excess Kurtosis | 4.38 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.07 |
| Gain/Pain | 0.04 | Hit Rate | 47.93% |
| Win/Loss | 1.08 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.01% | -6.37% | -4.36% | -6.18% |
| CVaR (ES) | -5.38% | -7.52% | -5.47% | -7.08% |
| VaR (Cornish-Fisher) | — | — | -3.38% | -6.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -45.52% | 2024-08-30 | 2025-11-20 | ongoing | 307 | — |
| -25.25% | 2023-08-21 | 2023-09-13 | 2023-12-26 | 16 | 72 |
| -15.79% | 2024-05-17 | 2024-06-26 | 2024-07-11 | 26 | 10 |
| -14.50% | 2024-07-26 | 2024-08-07 | 2024-08-30 | 8 | 17 |
| -11.87% | 2024-03-28 | 2024-04-15 | 2024-05-14 | 11 | 21 |
| -8.06% | 2024-01-30 | 2024-02-13 | 2024-02-15 | 10 | 2 |
| -6.69% | 2024-02-15 | 2024-02-28 | 2024-03-12 | 8 | 9 |
| -5.93% | 2024-01-08 | 2024-01-11 | 2024-01-16 | 3 | 2 |
| -4.67% | 2024-07-17 | 2024-07-19 | 2024-07-26 | 2 | 5 |
| -4.44% | 2024-03-13 | 2024-03-18 | 2024-03-22 | 3 | 4 |
Worst depth first · lengths in trading days.