$11.02
-0.11 (-0.99%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.45% | Sharpe | −0.03 |
| Sortino | −0.05 |
| Beta | −0.22 | Correlation | −0.08 |
| Up capture | −63.31% | Down capture | −4.38% |
Relative Value shows 0.13 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.65% | Ulcer Index | 33.96 |
| MTD | −15.23% | QTD | −8.62% |
| YTD | −39.81% | Window (ann., 3.0y) | −15.65% |
| Skewness | 0.15 | Excess Kurtosis | 4.09 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.13 |
| Gain/Pain | −0.01 | Hit Rate | 49.20% |
| Win/Loss | 1.01 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.81% | -9.25% | -5.75% | -8.13% |
| CVaR (ES) | -7.66% | -12.91% | -7.21% | -9.32% |
| VaR (Cornish-Fisher) | — | — | -5.32% | -11.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.65% | 2023-09-14 | 2026-08-18 | ongoing | 728 | — |
| -2.96% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -1.77% | 2023-09-06 | 2023-09-08 | 2023-09-11 | 2 | 1 |
| -1.12% | 2023-08-29 | 2023-08-30 | 2023-08-31 | 1 | 1 |
| -0.78% | 2023-09-11 | 2023-09-12 | 2023-09-13 | 1 | 1 |
Worst depth first · lengths in trading days.