$9.07
+0.29 (+3.30%)
USD · as of 2026-08-24 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.05% | Sharpe | 0.09 |
| Sortino | 0.15 |
| Beta | 0.21 | Correlation | 0.09 |
| Up capture | 34.59% | Down capture | 76.17% |
Relative Value shows 0.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −37.15% | Ulcer Index | 21.86 |
| MTD | 6.46% | QTD | 16.88% |
| YTD | −2.88% | Window (ann., 3.0y) | −1.20% |
| Skewness | 1.04 | Excess Kurtosis | 10.96 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.05 |
| Gain/Pain | 0.02 | Hit Rate | 45.65% |
| Win/Loss | 1.15 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.47% | -3.76% | -2.90% | -4.10% |
| CVaR (ES) | -3.42% | -5.31% | -3.63% | -4.70% |
| VaR (Cornish-Fisher) | — | — | -1.95% | -6.55% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.15% | 2024-04-02 | 2026-06-29 | ongoing | 556 | — |
| -10.83% | 2023-10-13 | 2023-10-30 | 2023-12-22 | 11 | 38 |
| -10.43% | 2023-12-27 | 2024-01-29 | 2024-02-27 | 21 | 20 |
| -7.51% | 2023-08-29 | 2023-09-08 | 2023-09-15 | 7 | 5 |
| -5.66% | 2023-09-21 | 2023-10-03 | 2023-10-13 | 8 | 8 |
| -1.73% | 2024-02-28 | 2024-02-29 | 2024-03-01 | 1 | 1 |
| -1.67% | 2024-03-07 | 2024-03-11 | 2024-03-15 | 2 | 4 |
| -1.04% | 2024-03-20 | 2024-03-25 | 2024-03-26 | 3 | 1 |
| -0.98% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -0.49% | 2024-03-15 | 2024-03-18 | 2024-03-19 | 1 | 1 |
Worst depth first · lengths in trading days.