$7.70
+0.01 (+0.13%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.55% | Sharpe | 0.11 |
| Sortino | 0.15 |
| Beta | 0.55 | Correlation | 0.39 |
| Up capture | 25.28% | Down capture | 74.38% |
Relative Value shows 0.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.75% | Ulcer Index | 17.56 |
| MTD | 2.12% | QTD | −8.66% |
| YTD | −7.69% | Window (ann., 3.0y) | −0.79% |
| Skewness | −0.52 | Excess Kurtosis | 4.60 |
| Omega (θ=0) | 1.02 | Tail Ratio | 0.96 |
| Gain/Pain | 0.02 | Hit Rate | 52.67% |
| Win/Loss | 0.85 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.72% | -5.30% | -2.84% | -4.03% |
| CVaR (ES) | -4.26% | -6.90% | -3.57% | -4.61% |
| VaR (Cornish-Fisher) | — | — | -2.93% | -6.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.75% | 2024-10-16 | 2026-08-10 | ongoing | 448 | — |
| -16.38% | 2024-01-16 | 2024-02-13 | 2024-07-11 | 20 | 102 |
| -11.10% | 2023-09-26 | 2023-10-03 | 2023-11-06 | 5 | 24 |
| -9.28% | 2024-07-23 | 2024-08-05 | 2024-08-23 | 9 | 14 |
| -4.53% | 2024-09-20 | 2024-10-01 | 2024-10-16 | 7 | 11 |
| -3.51% | 2024-07-18 | 2024-07-19 | 2024-07-22 | 1 | 1 |
| -2.84% | 2023-12-15 | 2023-12-20 | 2023-12-27 | 3 | 4 |
| -2.24% | 2024-08-26 | 2024-09-11 | 2024-09-13 | 11 | 2 |
| -2.16% | 2023-09-18 | 2023-09-21 | 2023-09-22 | 3 | 1 |
| -1.83% | 2023-08-31 | 2023-09-06 | 2023-09-08 | 3 | 2 |
Worst depth first · lengths in trading days.