$18.48
-0.08 (-0.43%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.81% | Sharpe | 0.41 |
| Sortino | 0.62 |
| Beta | 1.17 | Correlation | 0.46 |
| Up capture | 81.98% | Down capture | 110.35% |
Relative Value shows 1.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −53.43% | Ulcer Index | 24.38 |
| MTD | −3.25% | QTD | −4.79% |
| YTD | 63.47% | Window (ann., 3.0y) | 8.94% |
| Skewness | 0.80 | Excess Kurtosis | 9.48 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.16 |
| Gain/Pain | 0.08 | Hit Rate | 49.73% |
| Win/Loss | 1.05 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.35% | -5.83% | -3.96% | -5.62% |
| CVaR (ES) | -5.08% | -8.29% | -4.98% | -6.45% |
| VaR (Cornish-Fisher) | — | — | -2.91% | -9.03% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -53.43% | 2024-02-21 | 2025-04-08 | 2026-06-04 | 283 | 290 |
| -21.78% | 2023-09-12 | 2023-11-09 | 2023-12-19 | 42 | 27 |
| -10.28% | 2026-07-21 | 2026-08-10 | ongoing | 14 | — |
| -8.45% | 2026-06-30 | 2026-07-08 | 2026-07-21 | 5 | 9 |
| -7.71% | 2023-12-27 | 2024-02-05 | 2024-02-21 | 26 | 11 |
| -5.42% | 2026-06-16 | 2026-06-17 | 2026-06-30 | 1 | 8 |
| -5.38% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -2.77% | 2023-08-29 | 2023-08-30 | 2023-09-08 | 1 | 6 |
| -0.30% | 2026-06-05 | 2026-06-08 | 2026-06-11 | 1 | 1 |
Worst depth first · lengths in trading days.