$22.72
-0.08 (-0.35%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 77.84% | Sharpe | 0.79 |
| Sortino | 1.25 |
| Beta | −0.29 | Correlation | −0.07 |
| Up capture | 102.17% | Down capture | −159.08% |
Relative Value shows 1.13 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −49.98% | Ulcer Index | 30.52 |
| MTD | 30.57% | QTD | 31.48% |
| YTD | 60.79% | Window (ann., 3.0y) | 36.90% |
| Skewness | 0.78 | Excess Kurtosis | 7.96 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.20 |
| Gain/Pain | 0.17 | Hit Rate | 49.60% |
| Win/Loss | 1.14 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.79% | -12.81% | -7.82% | -11.16% |
| CVaR (ES) | -10.35% | -16.60% | -9.87% | -12.82% |
| VaR (Cornish-Fisher) | — | — | -5.89% | -16.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.98% | 2024-10-09 | 2025-10-23 | ongoing | 260 | — |
| -47.53% | 2023-08-22 | 2024-03-18 | 2024-07-16 | 143 | 82 |
| -19.41% | 2024-09-05 | 2024-09-17 | 2024-10-03 | 8 | 12 |
| -13.00% | 2024-07-17 | 2024-08-07 | 2024-08-23 | 15 | 12 |
| -2.36% | 2024-08-29 | 2024-08-30 | 2024-09-04 | 1 | 2 |
Worst depth first · lengths in trading days.