$19.21
-0.19 (-0.98%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.64% | Sharpe | 0.02 |
| Sortino | 0.02 |
| Beta | 0.86 | Correlation | 0.27 |
| Up capture | 52.35% | Down capture | 197.16% |
Relative Value shows 1.14 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −48.79% | Ulcer Index | 25.66 |
| MTD | −1.99% | QTD | −33.18% |
| YTD | −20.55% | Window (ann., 3.0y) | −11.65% |
| Skewness | 0.35 | Excess Kurtosis | 6.26 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.03 |
| Gain/Pain | 0.00 | Hit Rate | 48.53% |
| Win/Loss | 1.04 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.84% | -8.21% | -5.35% | -7.56% |
| CVaR (ES) | -7.11% | -11.53% | -6.71% | -8.67% |
| VaR (Cornish-Fisher) | — | — | -4.61% | -11.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.79% | 2024-07-17 | 2025-05-01 | 2026-02-02 | 198 | 189 |
| -41.84% | 2026-03-13 | 2026-08-11 | ongoing | 100 | — |
| -28.94% | 2023-12-27 | 2024-02-13 | 2024-07-16 | 32 | 105 |
| -12.46% | 2023-09-15 | 2023-10-27 | 2023-12-04 | 30 | 25 |
| -12.03% | 2023-12-04 | 2023-12-13 | 2023-12-26 | 7 | 8 |
| -6.95% | 2026-02-02 | 2026-02-18 | 2026-02-26 | 11 | 6 |
| -4.74% | 2026-02-26 | 2026-03-03 | 2026-03-06 | 3 | 3 |
| -3.64% | 2023-09-08 | 2023-09-13 | 2023-09-15 | 3 | 2 |
| -2.62% | 2023-09-01 | 2023-09-05 | 2023-09-07 | 1 | 2 |
| -1.72% | 2026-03-09 | 2026-03-12 | 2026-03-13 | 3 | 1 |
Worst depth first · lengths in trading days.