$5.14
+0.02 (+0.39%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.38% | Sharpe | 0.06 |
| Sortino | 0.09 |
| Beta | 0.31 | Correlation | 0.13 |
| Up capture | 16.17% | Down capture | 29.69% |
Relative Value shows 0.47 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.54% | Ulcer Index | 19.54 |
| MTD | −3.02% | QTD | −5.34% |
| YTD | 3.16% | Window (ann., 3.0y) | −2.25% |
| Skewness | −0.13 | Excess Kurtosis | 11.51 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.08 |
| Gain/Pain | 0.01 | Hit Rate | 42.53% |
| Win/Loss | 1.08 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.65% | -4.11% | -2.93% | -4.15% |
| CVaR (ES) | -3.80% | -6.11% | -3.68% | -4.76% |
| VaR (Cornish-Fisher) | — | — | -2.58% | -9.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.54% | 2023-12-20 | 2024-06-13 | 2025-04-30 | 120 | 219 |
| -24.42% | 2025-05-01 | 2025-08-01 | ongoing | 63 | — |
| -9.42% | 2023-09-01 | 2023-10-31 | 2023-11-17 | 41 | 13 |
| -2.53% | 2023-11-17 | 2023-11-27 | 2023-11-29 | 5 | 2 |
| -1.55% | 2023-12-11 | 2023-12-12 | 2023-12-20 | 1 | 6 |
| -0.66% | 2023-11-29 | 2023-11-30 | 2023-12-01 | 1 | 1 |
| -0.17% | 2023-08-21 | 2023-08-22 | 2023-08-24 | 1 | 2 |
Worst depth first · lengths in trading days.