$6.37
+0.01 (+0.16%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.77% | Sharpe | 0.09 |
| Sortino | 0.13 |
| Beta | 0.18 | Correlation | 0.07 |
| Up capture | 64.02% | Down capture | 183.89% |
Relative Value shows 0.69 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.93% | Ulcer Index | 32.05 |
| MTD | 13.55% | QTD | 9.26% |
| YTD | 18.62% | Window (ann., 3.0y) | −5.66% |
| Skewness | 0.01 | Excess Kurtosis | 7.39 |
| Omega (θ=0) | 1.02 | Tail Ratio | 0.95 |
| Gain/Pain | 0.02 | Hit Rate | 48.47% |
| Win/Loss | 1.03 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.21% | -6.90% | -4.62% | -6.54% |
| CVaR (ES) | -6.49% | -10.85% | -5.80% | -7.50% |
| VaR (Cornish-Fisher) | — | — | -4.19% | -11.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.93% | 2023-09-27 | 2025-04-08 | ongoing | 384 | — |
| -2.36% | 2023-09-14 | 2023-09-20 | 2023-09-25 | 4 | 3 |
| -2.33% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
| -2.20% | 2023-08-29 | 2023-08-31 | 2023-09-01 | 2 | 1 |
| -1.56% | 2023-09-25 | 2023-09-26 | 2023-09-27 | 1 | 1 |
| -1.18% | 2023-09-12 | 2023-09-13 | 2023-09-14 | 1 | 1 |
| -0.59% | 2023-09-08 | 2023-09-11 | 2023-09-12 | 1 | 1 |
| -0.36% | 2023-09-01 | 2023-09-05 | 2023-09-06 | 1 | 1 |
| -0.36% | 2023-09-06 | 2023-09-07 | 2023-09-08 | 1 | 1 |
Worst depth first · lengths in trading days.