$18.51
+0.02 (+0.11%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.24% | Sharpe | 0.24 |
| Sortino | 0.37 |
| Beta | 1.31 | Correlation | 0.26 |
| Up capture | 150.07% | Down capture | 307.45% |
Relative Value shows 0.95 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −67.84% | Ulcer Index | 40.07 |
| MTD | 65.42% | QTD | 77.47% |
| YTD | 58.88% | Window (ann., 3.0y) | −2.16% |
| Skewness | 2.83 | Excess Kurtosis | 50.00 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.10 |
| Gain/Pain | 0.05 | Hit Rate | 50.13% |
| Win/Loss | 1.00 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.04% | -9.49% | -5.88% | -8.33% |
| CVaR (ES) | -7.77% | -15.27% | -7.38% | -9.56% |
| VaR (Cornish-Fisher) | — | — | 1.20% | -32.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -67.84% | 2023-12-15 | 2025-05-09 | ongoing | 349 | — |
| -13.24% | 2023-09-01 | 2023-10-27 | 2023-11-24 | 39 | 19 |
| -6.86% | 2023-11-24 | 2023-12-06 | 2023-12-12 | 8 | 4 |
| -2.56% | 2023-08-22 | 2023-08-24 | 2023-09-01 | 2 | 6 |
Worst depth first · lengths in trading days.