$19.58
+0.95 (+5.10%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.90% | Sharpe | 0.29 |
| Sortino | 0.42 |
| Beta | 1.17 | Correlation | 0.23 |
| Up capture | 89.76% | Down capture | 58.22% |
Relative Value shows 1.07 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.79% | Ulcer Index | 32.29 |
| MTD | 12.72% | QTD | 3.11% |
| YTD | 10.68% | Window (ann., 3.0y) | −0.03% |
| Skewness | −0.20 | Excess Kurtosis | 10.08 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.05 |
| Gain/Pain | 0.06 | Hit Rate | 50.67% |
| Win/Loss | 1.00 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.21% | -9.64% | -5.93% | -8.42% |
| CVaR (ES) | -8.32% | -14.08% | -7.46% | -9.65% |
| VaR (Cornish-Fisher) | — | — | -5.40% | -17.49% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.79% | 2024-02-16 | 2026-02-23 | ongoing | 504 | — |
| -42.26% | 2023-09-15 | 2023-10-30 | 2023-12-13 | 31 | 31 |
| -17.12% | 2023-12-28 | 2024-01-17 | 2024-02-16 | 12 | 22 |
| -7.68% | 2023-08-23 | 2023-08-25 | 2023-09-12 | 2 | 11 |
| -1.38% | 2023-12-19 | 2023-12-20 | 2023-12-26 | 1 | 3 |
| -0.04% | 2023-12-14 | 2023-12-15 | 2023-12-18 | 1 | 1 |
Worst depth first · lengths in trading days.