$9.15
-0.03 (-0.33%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.01% | Sharpe | −0.37 |
| Sortino | −0.53 |
| Beta | 0.01 | Correlation | 0.01 |
| Up capture | −17.15% | Down capture | 92.45% |
Relative Value shows −0.06 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.06% | Ulcer Index | 38.22 |
| MTD | 2.23% | QTD | 0.88% |
| YTD | −16.42% | Window (ann., 3.0y) | −16.18% |
| Skewness | 0.28 | Excess Kurtosis | 2.91 |
| Omega (θ=0) | 0.94 | Tail Ratio | 0.93 |
| Gain/Pain | −0.06 | Hit Rate | 46.00% |
| Win/Loss | 1.02 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.46% | -5.57% | -3.47% | -4.89% |
| CVaR (ES) | -4.71% | -6.54% | -4.34% | -5.59% |
| VaR (Cornish-Fisher) | — | — | -3.18% | -5.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.06% | 2024-02-20 | 2026-06-23 | ongoing | 583 | — |
| -16.24% | 2023-12-18 | 2023-12-21 | 2024-02-20 | 3 | 39 |
| -10.68% | 2023-08-24 | 2023-10-25 | 2023-11-24 | 43 | 21 |
| -6.90% | 2023-11-24 | 2023-12-05 | 2023-12-08 | 7 | 3 |
Worst depth first · lengths in trading days.