$8.14
+0.24 (+3.04%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.23% | Sharpe | 0.57 |
| Sortino | 0.88 |
| Beta | 0.95 | Correlation | 0.27 |
| Up capture | 154.62% | Down capture | 200.22% |
Relative Value shows 0.79 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −54.76% | Ulcer Index | 29.19 |
| MTD | 6.96% | QTD | 25.23% |
| YTD | 19.75% | Window (ann., 3.0y) | 16.91% |
| Skewness | 0.66 | Excess Kurtosis | 7.20 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.02 |
| Gain/Pain | 0.11 | Hit Rate | 51.53% |
| Win/Loss | 0.98 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.82% | -6.18% | -4.48% | -6.38% |
| CVaR (ES) | -5.63% | -9.32% | -5.65% | -7.33% |
| VaR (Cornish-Fisher) | — | — | -3.53% | -9.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -54.76% | 2024-01-30 | 2025-04-08 | 2026-02-02 | 298 | 205 |
| -30.02% | 2026-02-27 | 2026-06-30 | ongoing | 82 | — |
| -9.26% | 2023-08-22 | 2023-09-07 | 2023-10-02 | 11 | 17 |
| -8.50% | 2023-12-29 | 2024-01-09 | 2024-01-18 | 6 | 6 |
| -8.30% | 2026-02-02 | 2026-02-05 | 2026-02-09 | 3 | 2 |
| -6.22% | 2026-02-11 | 2026-02-12 | 2026-02-19 | 1 | 4 |
| -5.70% | 2023-10-09 | 2023-10-31 | 2023-11-09 | 16 | 7 |
| -4.32% | 2023-11-24 | 2023-11-29 | 2023-12-12 | 3 | 9 |
| -2.15% | 2026-02-20 | 2026-02-25 | 2026-02-27 | 3 | 2 |
| -1.41% | 2023-11-16 | 2023-11-17 | 2023-11-24 | 1 | 4 |
Worst depth first · lengths in trading days.