$19.68
+0.59 (+3.09%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.58% | Sharpe | 0.40 |
| Sortino | 0.63 |
| Beta | 1.87 | Correlation | 0.47 |
| Up capture | 136.89% | Down capture | 238.17% |
Relative Value shows 1.75 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.49% | Ulcer Index | 33.07 |
| MTD | 42.09% | QTD | 41.68% |
| YTD | 64.14% | Window (ann., 3.0y) | 8.03% |
| Skewness | 1.38 | Excess Kurtosis | 15.02 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.03 |
| Gain/Pain | 0.08 | Hit Rate | 48.00% |
| Win/Loss | 1.13 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.55% | -8.17% | -5.26% | -7.48% |
| CVaR (ES) | -6.72% | -10.58% | -6.62% | -8.58% |
| VaR (Cornish-Fisher) | — | — | -2.89% | -13.28% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.49% | 2024-02-12 | 2025-04-08 | 2026-08-07 | 289 | 331 |
| -27.19% | 2023-08-31 | 2023-10-27 | 2023-12-26 | 40 | 40 |
| -9.59% | 2023-12-28 | 2024-01-17 | 2024-02-12 | 12 | 18 |
| -8.53% | 2026-08-13 | 2026-08-20 | ongoing | 5 | — |
| -1.66% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -0.06% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.