$10.45
+0.24 (+2.35%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.34% | Sharpe | 0.81 |
| Sortino | 1.24 |
| Beta | 0.90 | Correlation | 0.20 |
| Up capture | 119.98% | Down capture | −67.39% |
Relative Value shows 1.26 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −39.90% | Ulcer Index | 22.91 |
| MTD | −2.34% | QTD | 6.20% |
| YTD | 16.50% | Window (ann., 3.0y) | 32.72% |
| Skewness | 0.34 | Excess Kurtosis | 2.77 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.18 |
| Gain/Pain | 0.15 | Hit Rate | 48.93% |
| Win/Loss | 1.13 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.73% | -8.21% | -5.15% | -7.36% |
| CVaR (ES) | -6.89% | -10.29% | -6.51% | -8.45% |
| VaR (Cornish-Fisher) | — | — | -4.66% | -8.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.90% | 2024-12-12 | 2025-11-24 | ongoing | 237 | — |
| -37.64% | 2024-05-14 | 2024-08-07 | 2024-12-11 | 58 | 88 |
| -34.57% | 2024-03-25 | 2024-04-22 | 2024-05-14 | 19 | 16 |
| -20.97% | 2023-10-20 | 2023-10-25 | 2023-11-09 | 3 | 11 |
| -16.07% | 2023-12-18 | 2023-12-29 | 2024-01-09 | 8 | 6 |
| -11.68% | 2023-11-30 | 2023-12-04 | 2023-12-06 | 2 | 2 |
| -11.26% | 2023-11-13 | 2023-11-20 | 2023-11-29 | 5 | 6 |
| -9.96% | 2024-01-24 | 2024-02-01 | 2024-03-04 | 6 | 21 |
| -6.83% | 2024-03-04 | 2024-03-05 | 2024-03-12 | 1 | 5 |
| -5.95% | 2023-12-12 | 2023-12-14 | 2023-12-18 | 2 | 2 |
Worst depth first · lengths in trading days.