$14.41
+0.06 (+0.42%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.62% | Sharpe | 0.45 |
| Sortino | 0.75 |
| Beta | 0.94 | Correlation | 0.34 |
| Up capture | 82.31% | Down capture | 76.76% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.13% | Ulcer Index | 17.38 |
| MTD | 4.88% | QTD | 1.12% |
| YTD | −2.44% | Window (ann., 3.0y) | 10.15% |
| Skewness | 1.95 | Excess Kurtosis | 14.06 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.04 |
| Gain/Pain | 0.09 | Hit Rate | 49.53% |
| Win/Loss | 1.09 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.05% | -7.76% | -5.97% | -8.49% |
| CVaR (ES) | -6.84% | -9.79% | -7.51% | -9.74% |
| VaR (Cornish-Fisher) | — | — | -2.61% | -10.02% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.13% | 2024-01-25 | 2024-06-18 | 2024-10-04 | 100 | 75 |
| -32.47% | 2024-12-10 | 2025-08-08 | 2026-04-20 | 164 | 174 |
| -28.56% | 2023-09-14 | 2023-10-13 | 2023-11-02 | 21 | 14 |
| -22.23% | 2023-08-22 | 2023-09-07 | 2023-09-14 | 11 | 5 |
| -21.93% | 2026-04-20 | 2026-06-25 | ongoing | 44 | — |
| -15.69% | 2023-11-03 | 2023-12-12 | 2024-01-17 | 26 | 23 |
| -11.88% | 2024-10-11 | 2024-11-12 | 2024-11-25 | 22 | 9 |
| -6.92% | 2024-01-17 | 2024-01-18 | 2024-01-22 | 1 | 2 |
| -2.43% | 2024-12-06 | 2024-12-09 | 2024-12-10 | 1 | 1 |
| -2.34% | 2024-10-04 | 2024-10-08 | 2024-10-10 | 2 | 2 |
Worst depth first · lengths in trading days.