$24.67
+0.84 (+3.52%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.02% | Sharpe | 0.01 |
| Sortino | 0.02 |
| Beta | 0.19 | Correlation | 0.05 |
| Up capture | −16.16% | Down capture | −43.66% |
Relative Value shows 0.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.11% | Ulcer Index | 37.18 |
| MTD | −6.59% | QTD | −2.76% |
| YTD | −4.68% | Window (ann., 3.0y) | −13.24% |
| Skewness | −4.36 | Excess Kurtosis | 66.62 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.14 |
| Gain/Pain | 0.00 | Hit Rate | 50.93% |
| Win/Loss | 0.96 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.69% | -6.95% | -5.28% | -7.47% |
| CVaR (ES) | -6.89% | -14.68% | -6.63% | -8.56% |
| VaR (Cornish-Fisher) | — | — | -3.80% | -44.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.11% | 2023-08-22 | 2024-08-09 | ongoing | 243 | — |
Worst depth first · lengths in trading days.