$25.80
+0.19 (+0.74%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.43% | Sharpe | 1.41 |
| Sortino | 2.24 |
| Beta | 1.78 | Correlation | 0.45 |
| Up capture | 246.59% | Down capture | 17.17% |
Relative Value shows 1.50 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.04% | Ulcer Index | 15.78 |
| MTD | −4.12% | QTD | −13.25% |
| YTD | 32.78% | Window (ann., 3.0y) | 86.38% |
| Skewness | 0.70 | Excess Kurtosis | 6.79 |
| Omega (θ=0) | 1.29 | Tail Ratio | 1.04 |
| Gain/Pain | 0.29 | Hit Rate | 53.21% |
| Win/Loss | 1.09 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.93% | -8.54% | -5.43% | -7.81% |
| CVaR (ES) | -7.35% | -11.61% | -6.89% | -9.00% |
| VaR (Cornish-Fisher) | — | — | -4.23% | -10.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.04% | 2025-02-14 | 2025-03-13 | 2025-07-31 | 18 | 96 |
| -38.50% | 2023-09-12 | 2023-10-26 | 2024-01-25 | 32 | 61 |
| -29.66% | 2026-07-20 | 2026-08-12 | ongoing | 17 | — |
| -29.47% | 2025-09-22 | 2026-02-12 | 2026-04-02 | 99 | 34 |
| -17.52% | 2024-04-09 | 2024-04-24 | 2024-05-02 | 11 | 6 |
| -17.18% | 2024-08-01 | 2024-08-28 | 2024-09-30 | 19 | 22 |
| -13.13% | 2026-05-05 | 2026-05-29 | 2026-06-11 | 17 | 6 |
| -11.81% | 2024-12-03 | 2024-12-18 | 2025-01-07 | 11 | 12 |
| -11.57% | 2024-06-18 | 2024-07-05 | 2024-07-15 | 11 | 6 |
| -11.11% | 2024-02-16 | 2024-03-05 | 2024-03-07 | 11 | 2 |
Worst depth first · lengths in trading days.