$9.35
-0.04 (-0.43%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.78% | Sharpe | 0.19 |
| Sortino | 0.26 |
| Beta | 0.46 | Correlation | 0.27 |
| Up capture | 13.67% | Down capture | 24.47% |
Relative Value shows 1.10 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.26% | Ulcer Index | 11.27 |
| MTD | −0.85% | QTD | −17.11% |
| YTD | −22.93% | Window (ann., 3.0y) | 1.35% |
| Skewness | −0.34 | Excess Kurtosis | 12.74 |
| Omega (θ=0) | 1.04 | Tail Ratio | 0.87 |
| Gain/Pain | 0.04 | Hit Rate | 52.67% |
| Win/Loss | 0.87 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.72% | -4.67% | -2.86% | -4.05% |
| CVaR (ES) | -4.31% | -7.92% | -3.59% | -4.64% |
| VaR (Cornish-Fisher) | — | — | -2.57% | -9.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.26% | 2026-01-16 | 2026-07-30 | ongoing | 130 | — |
| -19.00% | 2023-09-01 | 2023-10-25 | 2023-11-02 | 37 | 6 |
| -17.26% | 2025-03-27 | 2025-04-10 | 2026-01-09 | 10 | 188 |
| -14.29% | 2024-07-17 | 2025-01-13 | 2025-02-21 | 123 | 27 |
| -13.95% | 2023-12-27 | 2024-02-13 | 2024-05-15 | 32 | 64 |
| -11.54% | 2024-05-16 | 2024-05-23 | 2024-07-17 | 5 | 36 |
| -3.39% | 2025-03-07 | 2025-03-13 | 2025-03-20 | 4 | 5 |
| -2.80% | 2023-12-05 | 2023-12-06 | 2023-12-13 | 1 | 5 |
| -2.19% | 2023-11-03 | 2023-11-09 | 2023-11-14 | 4 | 3 |
| -2.18% | 2025-02-28 | 2025-03-06 | 2025-03-07 | 4 | 1 |
Worst depth first · lengths in trading days.