$20.78
+0.51 (+2.52%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.88% | Sharpe | 0.91 |
| Sortino | 1.38 |
| Beta | 1.06 | Correlation | 0.22 |
| Up capture | 200.88% | Down capture | 113.61% |
Relative Value shows 1.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −46.49% | Ulcer Index | 23.78 |
| MTD | 20.19% | QTD | 14.62% |
| YTD | 12.26% | Window (ann., 3.0y) | 44.45% |
| Skewness | 0.17 | Excess Kurtosis | 2.18 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.15 |
| Gain/Pain | 0.17 | Hit Rate | 51.20% |
| Win/Loss | 1.09 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.98% | -9.28% | -6.09% | -8.70% |
| CVaR (ES) | -8.16% | -12.22% | -7.69% | -10.00% |
| VaR (Cornish-Fisher) | — | — | -5.73% | -10.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.49% | 2024-04-26 | 2025-04-08 | 2025-09-02 | 237 | 100 |
| -43.65% | 2026-01-28 | 2026-07-17 | ongoing | 114 | — |
| -31.07% | 2025-10-16 | 2025-11-06 | 2026-01-16 | 15 | 48 |
| -28.35% | 2023-08-29 | 2024-02-28 | 2024-03-12 | 125 | 9 |
| -8.11% | 2024-04-11 | 2024-04-22 | 2024-04-25 | 7 | 3 |
| -6.19% | 2023-08-23 | 2023-08-25 | 2023-08-28 | 2 | 1 |
| -5.21% | 2024-03-13 | 2024-03-19 | 2024-03-20 | 4 | 1 |
| -4.53% | 2025-09-15 | 2025-09-16 | 2025-09-19 | 1 | 3 |
| -3.98% | 2025-09-30 | 2025-10-02 | 2025-10-03 | 2 | 1 |
| -3.88% | 2025-09-03 | 2025-09-04 | 2025-09-15 | 1 | 7 |
Worst depth first · lengths in trading days.