$11.14
-0.06 (-0.54%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 54.19% | Sharpe | 0.90 |
| Sortino | 1.39 |
| Beta | 1.38 | Correlation | 0.31 |
| Up capture | 214.12% | Down capture | 162.05% |
Relative Value shows 1.42 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.42% | Ulcer Index | 25.15 |
| MTD | 51.36% | QTD | 46.39% |
| YTD | 43.19% | Window (ann., 3.0y) | 40.03% |
| Skewness | 0.36 | Excess Kurtosis | 1.49 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.15 |
| Gain/Pain | 0.16 | Hit Rate | 48.87% |
| Win/Loss | 1.14 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.10% | -7.97% | -5.42% | -7.75% |
| CVaR (ES) | -6.87% | -9.03% | -6.85% | -8.91% |
| VaR (Cornish-Fisher) | — | — | -4.97% | -7.89% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.42% | 2023-08-30 | 2024-02-23 | 2025-08-11 | 122 | 366 |
| -33.04% | 2026-02-27 | 2026-03-30 | 2026-08-11 | 21 | 87 |
| -18.15% | 2026-01-28 | 2026-02-05 | 2026-02-26 | 6 | 14 |
| -16.98% | 2025-10-15 | 2025-11-06 | 2025-12-04 | 16 | 19 |
| -8.80% | 2025-12-22 | 2025-12-29 | 2026-01-27 | 4 | 19 |
| -6.17% | 2025-09-11 | 2025-09-16 | 2025-09-19 | 3 | 3 |
| -5.24% | 2025-09-02 | 2025-09-04 | 2025-09-11 | 2 | 5 |
| -5.06% | 2025-08-18 | 2025-08-19 | 2025-08-22 | 1 | 3 |
| -4.73% | 2025-10-08 | 2025-10-10 | 2025-10-13 | 2 | 1 |
| -3.44% | 2025-12-04 | 2025-12-05 | 2025-12-09 | 1 | 2 |
Worst depth first · lengths in trading days.