$23.40
+0.17 (+0.73%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.55% | Sharpe | 0.13 |
| Sortino | 0.19 |
| Beta | 1.17 | Correlation | 0.36 |
| Up capture | 51.01% | Down capture | 117.19% |
Relative Value shows 0.89 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −65.72% | Ulcer Index | 32.35 |
| MTD | −2.54% | QTD | 11.27% |
| YTD | −9.62% | Window (ann., 3.0y) | −5.27% |
| Skewness | 0.08 | Excess Kurtosis | 13.03 |
| Omega (θ=0) | 1.03 | Tail Ratio | 0.94 |
| Gain/Pain | 0.03 | Hit Rate | 50.80% |
| Win/Loss | 0.98 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.13% | -9.09% | -5.01% | -7.09% |
| CVaR (ES) | -7.26% | -13.59% | -6.28% | -8.13% |
| VaR (Cornish-Fisher) | — | — | -4.13% | -16.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.72% | 2024-06-25 | 2026-02-13 | ongoing | 411 | — |
| -21.07% | 2024-02-06 | 2024-04-19 | 2024-05-06 | 51 | 11 |
| -16.26% | 2023-09-05 | 2023-10-26 | 2023-10-31 | 37 | 3 |
| -5.94% | 2023-12-19 | 2024-01-04 | 2024-01-29 | 10 | 16 |
| -4.91% | 2024-05-17 | 2024-06-04 | 2024-06-07 | 11 | 3 |
| -4.34% | 2024-01-29 | 2024-01-31 | 2024-02-02 | 2 | 2 |
| -3.65% | 2023-12-01 | 2023-12-06 | 2023-12-08 | 3 | 2 |
| -2.83% | 2023-08-21 | 2023-08-24 | 2023-09-01 | 3 | 6 |
| -2.80% | 2023-11-14 | 2023-11-16 | 2023-11-28 | 2 | 7 |
| -2.49% | 2024-06-18 | 2024-06-24 | 2024-06-25 | 3 | 1 |
Worst depth first · lengths in trading days.