$19.91
+0.77 (+4.02%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.19% | Sharpe | 0.20 |
| Sortino | 0.30 |
| Beta | 1.24 | Correlation | 0.33 |
| Up capture | 93.33% | Down capture | 223.39% |
| Max Drawdown | −49.26% | Ulcer Index | 30.58 |
| MTD | 12.11% | QTD | 22.00% |
| YTD | 0.96% | Window (ann., 3.0y) | −2.40% |
| Skewness | 0.72 | Excess Kurtosis | 6.26 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.09 |
| Gain/Pain | 0.04 | Hit Rate | 47.20% |
| Win/Loss | 1.14 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.34% | -6.72% | -5.16% | -7.32% |
| CVaR (ES) | -6.28% | -10.75% | -6.48% | -8.39% |
| VaR (Cornish-Fisher) | — | — | -4.09% | -9.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.26% | 2023-08-31 | 2026-05-11 | ongoing | 674 | — |
| -1.92% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
| -0.63% | 2023-08-18 | 2023-08-21 | 2023-08-25 | 1 | 4 |
Worst depth first · lengths in trading days.