$13.31
+0.09 (+0.68%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.09% | Sharpe | 1.28 |
| Sortino | 2.08 |
| Beta | 1.01 | Correlation | 0.23 |
| Up capture | 165.31% | Down capture | −117.28% |
Relative Value shows 1.05 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −37.67% | Ulcer Index | 13.99 |
| MTD | −4.93% | QTD | −1.77% |
| YTD | 15.35% | Window (ann., 3.0y) | 63.23% |
| Skewness | 0.73 | Excess Kurtosis | 4.14 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.14 |
| Gain/Pain | 0.25 | Hit Rate | 50.67% |
| Win/Loss | 1.12 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.19% | -7.40% | -4.64% | -6.66% |
| CVaR (ES) | -5.92% | -8.38% | -5.88% | -7.67% |
| VaR (Cornish-Fisher) | — | — | -3.74% | -7.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.67% | 2025-10-03 | 2026-02-11 | 2026-05-18 | 89 | 64 |
| -30.75% | 2023-09-01 | 2024-01-09 | 2024-05-22 | 88 | 93 |
| -28.79% | 2025-02-05 | 2025-04-04 | 2025-05-02 | 41 | 19 |
| -23.65% | 2024-05-22 | 2024-06-26 | 2024-07-26 | 23 | 21 |
| -21.71% | 2024-07-30 | 2024-08-09 | 2024-10-04 | 8 | 39 |
| -17.98% | 2024-12-10 | 2025-01-10 | 2025-01-24 | 20 | 9 |
| -17.83% | 2026-07-21 | 2026-08-12 | ongoing | 16 | — |
| -13.43% | 2025-07-09 | 2025-08-07 | 2025-08-22 | 21 | 11 |
| -10.83% | 2025-09-09 | 2025-09-18 | 2025-09-23 | 7 | 3 |
| -10.33% | 2025-08-26 | 2025-09-02 | 2025-09-05 | 4 | 3 |
Worst depth first · lengths in trading days.