$14.10
+0.19 (+1.37%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.08% | Sharpe | 0.39 |
| Sortino | 0.61 |
| Beta | −0.10 | Correlation | −0.03 |
| Up capture | 36.68% | Down capture | −70.11% |
Relative Value shows 0.89 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −54.24% | Ulcer Index | 29.41 |
| MTD | −3.09% | QTD | −5.43% |
| YTD | 45.46% | Window (ann., 3.0y) | 7.76% |
| Skewness | 1.87 | Excess Kurtosis | 34.58 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.06 |
| Gain/Pain | 0.09 | Hit Rate | 47.59% |
| Win/Loss | 1.15 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.94% | -5.75% | -4.50% | -6.39% |
| CVaR (ES) | -5.41% | -12.10% | -5.66% | -7.33% |
| VaR (Cornish-Fisher) | — | — | -0.90% | -21.36% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -54.24% | 2024-03-21 | 2025-08-01 | 2026-06-22 | 341 | 217 |
| -18.08% | 2023-08-21 | 2023-09-07 | 2023-09-25 | 12 | 12 |
| -18.03% | 2023-10-26 | 2023-12-12 | 2024-03-08 | 32 | 59 |
| -15.83% | 2026-06-23 | 2026-08-20 | ongoing | 41 | — |
| -3.72% | 2023-10-17 | 2023-10-23 | 2023-10-26 | 4 | 3 |
| -1.74% | 2023-10-04 | 2023-10-06 | 2023-10-09 | 2 | 1 |
| -1.25% | 2024-03-12 | 2024-03-14 | 2024-03-18 | 2 | 2 |
| -0.76% | 2023-10-02 | 2023-10-03 | 2023-10-04 | 1 | 1 |
| -0.39% | 2024-03-19 | 2024-03-20 | 2024-03-21 | 1 | 1 |
| -0.23% | 2023-09-27 | 2023-09-28 | 2023-09-29 | 1 | 1 |
Worst depth first · lengths in trading days.