$9.69
+0.29 (+3.09%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.47% | Sharpe | 0.38 |
| Sortino | 0.53 |
| Beta | 0.62 | Correlation | 0.18 |
| Up capture | 83.69% | Down capture | 90.94% |
Relative Value shows 0.99 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.99% | Ulcer Index | 26.73 |
| MTD | 14.27% | QTD | 20.37% |
| YTD | 38.74% | Window (ann., 3.0y) | 7.36% |
| Skewness | −0.11 | Excess Kurtosis | 9.90 |
| Omega (θ=0) | 1.07 | Tail Ratio | 0.98 |
| Gain/Pain | 0.07 | Hit Rate | 51.66% |
| Win/Loss | 0.96 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.42% | -6.78% | -4.03% | -5.72% |
| CVaR (ES) | -5.78% | -10.11% | -5.07% | -6.57% |
| VaR (Cornish-Fisher) | — | — | -3.61% | -11.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.99% | 2024-11-22 | 2026-02-26 | ongoing | 313 | — |
| -33.17% | 2024-07-31 | 2024-09-11 | 2024-11-06 | 29 | 40 |
| -17.71% | 2023-09-28 | 2023-11-08 | 2023-12-19 | 29 | 28 |
| -15.80% | 2024-04-03 | 2024-06-14 | 2024-07-31 | 51 | 31 |
| -9.07% | 2023-12-27 | 2024-01-17 | 2024-02-02 | 13 | 12 |
| -8.48% | 2023-09-01 | 2023-09-08 | 2023-09-20 | 4 | 8 |
| -8.38% | 2024-02-02 | 2024-02-28 | 2024-03-27 | 17 | 20 |
| -2.31% | 2024-11-11 | 2024-11-15 | 2024-11-20 | 4 | 3 |
| -1.51% | 2024-03-27 | 2024-04-02 | 2024-04-03 | 4 | 1 |
| -1.02% | 2023-09-20 | 2023-09-22 | 2023-09-25 | 2 | 1 |
Worst depth first · lengths in trading days.