$27.20
+0.27 (+1.00%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.05% | Sharpe | 0.02 |
| Sortino | 0.04 |
| Beta | 0.76 | Correlation | 0.30 |
| Up capture | 49.53% | Down capture | 155.06% |
Relative Value shows 0.85 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.41% | Ulcer Index | 36.27 |
| MTD | −0.40% | QTD | 3.23% |
| YTD | 25.29% | Window (ann., 3.0y) | −6.33% |
| Skewness | 0.72 | Excess Kurtosis | 4.95 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.12 |
| Gain/Pain | 0.00 | Hit Rate | 47.40% |
| Win/Loss | 1.10 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.55% | -5.55% | -4.04% | -5.72% |
| CVaR (ES) | -5.08% | -7.21% | -5.07% | -6.55% |
| VaR (Cornish-Fisher) | — | — | -3.27% | -6.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.41% | 2023-08-29 | 2025-04-08 | ongoing | 404 | — |
| -3.29% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
Worst depth first · lengths in trading days.