$8.62
+0.18 (+2.13%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.11% | Sharpe | 0.25 |
| Sortino | 0.36 |
| Beta | 1.11 | Correlation | 0.29 |
| Up capture | 82.67% | Down capture | 127.90% |
Relative Value shows 1.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.60% | Ulcer Index | 31.10 |
| MTD | −10.58% | QTD | −4.75% |
| YTD | −7.50% | Window (ann., 3.0y) | 0.98% |
| Skewness | 0.08 | Excess Kurtosis | 2.26 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.11 |
| Gain/Pain | 0.04 | Hit Rate | 48.66% |
| Win/Loss | 1.06 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.21% | -7.14% | -4.63% | -6.57% |
| CVaR (ES) | -6.14% | -9.12% | -5.82% | -7.53% |
| VaR (Cornish-Fisher) | — | — | -4.43% | -7.89% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.60% | 2024-08-19 | 2024-12-30 | ongoing | 92 | — |
| -25.40% | 2023-08-29 | 2023-10-27 | 2023-11-22 | 42 | 18 |
| -23.17% | 2024-03-26 | 2024-06-24 | 2024-08-19 | 61 | 39 |
| -8.69% | 2024-02-29 | 2024-03-05 | 2024-03-13 | 3 | 6 |
| -7.70% | 2023-12-28 | 2024-01-04 | 2024-01-08 | 4 | 2 |
| -6.22% | 2024-01-29 | 2024-02-20 | 2024-02-27 | 15 | 5 |
| -4.70% | 2023-12-01 | 2023-12-07 | 2023-12-14 | 4 | 5 |
| -4.03% | 2024-01-08 | 2024-01-09 | 2024-01-25 | 1 | 11 |
| -3.76% | 2023-08-21 | 2023-08-24 | 2023-08-25 | 3 | 1 |
| -3.13% | 2024-03-20 | 2024-03-25 | 2024-03-26 | 3 | 1 |
Worst depth first · lengths in trading days.