$20.18
+2.09 (+11.55%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.18% | Sharpe | 0.02 |
| Sortino | 0.03 |
| Beta | 1.28 | Correlation | 0.35 |
| Up capture | 44.22% | Down capture | 175.33% |
Relative Value shows 1.43 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.48% | Ulcer Index | 39.77 |
| MTD | 18.78% | QTD | −4.45% |
| YTD | 34.18% | Window (ann., 3.0y) | −11.00% |
| Skewness | −0.02 | Excess Kurtosis | 5.52 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.11 |
| Gain/Pain | 0.00 | Hit Rate | 48.93% |
| Win/Loss | 1.03 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.44% | -8.62% | -5.20% | -7.35% |
| CVaR (ES) | -7.07% | -11.98% | -6.52% | -8.42% |
| VaR (Cornish-Fisher) | — | — | -4.86% | -11.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.48% | 2023-08-31 | 2024-09-09 | ongoing | 256 | — |
| -1.15% | 2023-08-21 | 2023-08-25 | 2023-08-28 | 4 | 1 |
| -0.38% | 2023-08-28 | 2023-08-29 | 2023-08-30 | 1 | 1 |
Worst depth first · lengths in trading days.