$15.73
+0.14 (+0.90%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.19% | Sharpe | 0.52 |
| Sortino | 0.74 |
| Beta | 1.79 | Correlation | 0.54 |
| Up capture | 153.79% | Down capture | 270.08% |
Relative Value shows 1.54 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.87% | Ulcer Index | 23.23 |
| MTD | 1.61% | QTD | 9.62% |
| YTD | 25.37% | Window (ann., 3.0y) | 13.91% |
| Skewness | −0.33 | Excess Kurtosis | 15.97 |
| Omega (θ=0) | 1.10 | Tail Ratio | 0.96 |
| Gain/Pain | 0.10 | Hit Rate | 50.67% |
| Win/Loss | 1.06 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.26% | -6.90% | -4.69% | -6.67% |
| CVaR (ES) | -6.59% | -11.39% | -5.91% | -7.66% |
| VaR (Cornish-Fisher) | — | — | -4.02% | -18.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.87% | 2025-02-13 | 2026-03-27 | ongoing | 280 | — |
| -37.11% | 2023-08-30 | 2023-10-27 | 2024-05-03 | 41 | 129 |
| -13.26% | 2024-09-30 | 2024-10-24 | 2024-10-31 | 18 | 5 |
| -8.97% | 2024-08-29 | 2024-09-10 | 2024-09-16 | 7 | 4 |
| -8.36% | 2024-06-05 | 2024-06-21 | 2024-07-22 | 11 | 20 |
| -7.33% | 2025-01-28 | 2025-02-03 | 2025-02-13 | 4 | 8 |
| -7.02% | 2024-12-16 | 2024-12-18 | 2025-01-23 | 2 | 22 |
| -5.78% | 2025-01-23 | 2025-01-27 | 2025-01-28 | 2 | 1 |
| -5.59% | 2024-12-12 | 2024-12-13 | 2024-12-16 | 1 | 1 |
| -5.05% | 2024-11-13 | 2024-11-15 | 2024-11-21 | 2 | 4 |
Worst depth first · lengths in trading days.