$13.68
-0.12 (-0.87%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 39.86% | Sharpe | 1.05 |
| Sortino | 1.48 |
| Beta | 0.90 | Correlation | 0.35 |
| Up capture | 100.25% | Down capture | −108.59% |
| Max Drawdown | −26.30% | Ulcer Index | 8.27 |
| MTD | 9.53% | QTD | −14.02% |
| YTD | 14.77% | Window return | 38.18% |
| Skewness | −0.51 | Excess Kurtosis | 1.53 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.10 |
| Gain/Pain | 0.19 | Hit Rate | 52.07% |
| Win/Loss | 1.08 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.67% | -7.82% | -3.96% | -5.68% |
| CVaR (ES) | -5.75% | -9.03% | -5.01% | -6.53% |
| VaR (Cornish-Fisher) | — | — | -4.24% | -7.27% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.30% | 2026-04-30 | 2026-07-29 | ongoing | 51 | — |
| -17.94% | 2025-10-29 | 2025-11-20 | 2026-01-15 | 16 | 37 |
| -11.48% | 2026-02-26 | 2026-03-12 | 2026-03-25 | 10 | 9 |
| -8.36% | 2025-10-01 | 2025-10-10 | 2025-10-20 | 7 | 6 |
| -5.67% | 2026-04-15 | 2026-04-21 | 2026-04-27 | 4 | 4 |
| -4.69% | 2026-03-25 | 2026-03-30 | 2026-04-09 | 3 | 7 |
| -4.65% | 2026-02-11 | 2026-02-12 | 2026-02-26 | 1 | 9 |
| -4.60% | 2026-02-03 | 2026-02-05 | 2026-02-11 | 2 | 4 |
| -4.09% | 2026-01-22 | 2026-01-28 | 2026-02-03 | 4 | 4 |
| -3.66% | 2026-01-16 | 2026-01-20 | 2026-01-21 | 1 | 1 |
Worst depth first · lengths in trading days.