$9.01
+0.20 (+2.27%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.55% | Sharpe | −0.34 |
| Sortino | −0.55 |
| Beta | 0.03 | Correlation | 0.01 |
| Up capture | −43.18% | Down capture | 42.36% |
Relative Value shows 0.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.27% | Ulcer Index | 37.56 |
| MTD | 22.42% | QTD | 8.69% |
| YTD | 12.22% | Window (ann., 3.0y) | −19.53% |
| Skewness | 2.24 | Excess Kurtosis | 19.75 |
| Omega (θ=0) | 0.94 | Tail Ratio | 1.07 |
| Gain/Pain | −0.06 | Hit Rate | 44.67% |
| Win/Loss | 1.13 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.41% | -6.17% | -4.26% | -6.00% |
| CVaR (ES) | -5.17% | -7.67% | -5.32% | -6.86% |
| VaR (Cornish-Fisher) | — | — | -1.37% | -8.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.27% | 2024-10-28 | 2026-06-22 | ongoing | 408 | — |
| -20.60% | 2023-09-20 | 2024-07-08 | 2024-10-16 | 199 | 71 |
| -5.05% | 2024-10-16 | 2024-10-22 | 2024-10-28 | 4 | 4 |
| -3.46% | 2023-08-21 | 2023-09-08 | 2023-09-18 | 13 | 6 |
| -0.20% | 2023-09-18 | 2023-09-19 | 2023-09-20 | 1 | 1 |
Worst depth first · lengths in trading days.