$12.39
-0.13 (-1.04%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.62% | Sharpe | 0.57 |
| Sortino | 0.78 |
| Beta | 0.39 | Correlation | 0.17 |
| Up capture | 65.78% | Down capture | 44.82% |
Relative Value shows 0.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −46.33% | Ulcer Index | 23.34 |
| MTD | 0.41% | QTD | 21.47% |
| YTD | 64.71% | Window (ann., 3.0y) | 13.38% |
| Skewness | −1.10 | Excess Kurtosis | 13.80 |
| Omega (θ=0) | 1.11 | Tail Ratio | 0.97 |
| Gain/Pain | 0.11 | Hit Rate | 52.00% |
| Win/Loss | 0.95 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.67% | -4.89% | -3.10% | -4.42% |
| CVaR (ES) | -4.32% | -8.20% | -3.91% | -5.07% |
| VaR (Cornish-Fisher) | — | — | -3.12% | -11.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.33% | 2024-05-31 | 2025-10-21 | 2026-05-12 | 348 | 139 |
| -18.83% | 2026-05-12 | 2026-06-30 | 2026-08-19 | 30 | 35 |
| -7.15% | 2024-03-21 | 2024-04-18 | 2024-05-02 | 19 | 10 |
| -5.44% | 2023-09-01 | 2023-10-04 | 2023-11-24 | 22 | 36 |
| -4.60% | 2023-12-04 | 2023-12-07 | 2023-12-19 | 3 | 8 |
| -4.07% | 2024-01-30 | 2024-02-05 | 2024-02-15 | 4 | 8 |
| -3.95% | 2024-03-05 | 2024-03-15 | 2024-03-21 | 8 | 4 |
| -3.67% | 2023-12-22 | 2023-12-29 | 2024-01-04 | 4 | 3 |
| -3.49% | 2024-01-05 | 2024-01-10 | 2024-01-18 | 3 | 5 |
| -2.44% | 2024-05-13 | 2024-05-15 | 2024-05-21 | 2 | 4 |
Worst depth first · lengths in trading days.