$28.96
+0.52 (+1.83%)
USD · as of 2026-08-21 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 45.64% | Sharpe | 0.30 |
| Sortino | 0.43 |
| Beta | 0.08 | Correlation | 0.02 |
| Up capture | 72.47% | Down capture | 1.01% |
Relative Value shows 0.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.06% | Ulcer Index | 22.44 |
| MTD | 8.06% | QTD | 20.42% |
| YTD | 0.66% | Window return | 3.32% |
| Skewness | −0.02 | Excess Kurtosis | 1.33 |
| Omega (θ=0) | 1.05 | Tail Ratio | 0.96 |
| Gain/Pain | 0.05 | Hit Rate | 52.21% |
| Win/Loss | 0.95 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.47% | -7.28% | -4.67% | -6.63% |
| CVaR (ES) | -6.33% | -8.77% | -5.88% | -7.61% |
| VaR (Cornish-Fisher) | — | — | -4.61% | -7.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.06% | 2025-08-22 | 2026-02-24 | ongoing | 126 | — |
Worst depth first · lengths in trading days.