$7.97
+0.11 (+1.40%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 49.53% | Sharpe | 0.56 |
| Sortino | 0.85 |
| Beta | 0.52 | Correlation | 0.14 |
| Up capture | 90.06% | Down capture | 12.09% |
Relative Value shows 0.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.43% | Ulcer Index | 16.16 |
| MTD | 5.01% | QTD | 0.13% |
| YTD | 11.00% | Window (ann., 3.0y) | 16.67% |
| Skewness | 0.83 | Excess Kurtosis | 12.10 |
| Omega (θ=0) | 1.11 | Tail Ratio | 0.98 |
| Gain/Pain | 0.11 | Hit Rate | 50.00% |
| Win/Loss | 1.03 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.30% | -7.71% | -5.02% | -7.15% |
| CVaR (ES) | -6.67% | -11.22% | -6.33% | -8.21% |
| VaR (Cornish-Fisher) | — | — | -3.48% | -13.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.43% | 2024-04-29 | 2024-06-25 | 2024-09-17 | 39 | 58 |
| -32.37% | 2025-07-03 | 2025-11-06 | 2026-02-04 | 88 | 60 |
| -31.10% | 2023-09-05 | 2024-03-14 | 2024-03-21 | 132 | 5 |
| -29.76% | 2026-05-08 | 2026-05-19 | ongoing | 7 | — |
| -27.68% | 2024-11-06 | 2025-04-08 | 2025-07-02 | 103 | 58 |
| -23.77% | 2026-03-02 | 2026-03-20 | 2026-04-28 | 14 | 26 |
| -7.03% | 2024-10-18 | 2024-10-24 | 2024-11-01 | 4 | 6 |
| -6.66% | 2026-02-04 | 2026-02-13 | 2026-03-02 | 7 | 10 |
| -4.90% | 2026-05-01 | 2026-05-04 | 2026-05-06 | 1 | 2 |
| -3.96% | 2024-04-05 | 2024-04-16 | 2024-04-25 | 7 | 7 |
Worst depth first · lengths in trading days.