$16.38
-0.20 (-1.21%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 64.37% | Sharpe | 1.10 |
| Sortino | 1.73 |
| Beta | 1.10 | Correlation | 0.25 |
| Up capture | 197.17% | Down capture | −69.66% |
Relative Value shows 0.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.03% | Ulcer Index | 18.11 |
| MTD | 26.19% | QTD | 6.85% |
| YTD | −15.61% | Window (ann., 3.0y) | 64.11% |
| Skewness | 0.33 | Excess Kurtosis | 0.81 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.25 |
| Gain/Pain | 0.20 | Hit Rate | 49.93% |
| Win/Loss | 1.15 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.88% | -8.76% | -6.39% | -9.15% |
| CVaR (ES) | -7.72% | -11.12% | -8.08% | -10.53% |
| VaR (Cornish-Fisher) | — | — | -5.93% | -8.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.03% | 2026-01-23 | 2026-07-28 | ongoing | 123 | — |
| -31.22% | 2025-03-20 | 2025-04-08 | 2025-05-09 | 13 | 22 |
| -28.42% | 2024-11-26 | 2025-01-06 | 2025-02-04 | 26 | 19 |
| -27.57% | 2025-06-06 | 2025-07-31 | 2025-09-11 | 37 | 29 |
| -25.85% | 2024-07-16 | 2024-08-07 | 2024-11-15 | 16 | 71 |
| -24.71% | 2024-01-03 | 2024-02-13 | 2024-04-08 | 28 | 37 |
| -23.50% | 2025-10-20 | 2025-11-20 | 2025-12-22 | 23 | 21 |
| -23.10% | 2023-08-30 | 2023-10-12 | 2023-12-22 | 30 | 50 |
| -20.78% | 2024-05-21 | 2024-06-27 | 2024-07-12 | 25 | 10 |
| -18.01% | 2025-12-26 | 2026-01-02 | 2026-01-23 | 4 | 14 |
Worst depth first · lengths in trading days.