$31.78
-0.19 (-0.59%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.43% | Sharpe | −0.25 |
| Sortino | −0.38 |
| Beta | 1.50 | Correlation | 0.51 |
| Up capture | 84.02% | Down capture | 402.05% |
Relative Value shows 1.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.79% | Ulcer Index | 38.96 |
| MTD | 4.95% | QTD | 1.73% |
| YTD | −20.13% | Window (ann., 3.0y) | −19.02% |
| Skewness | 1.60 | Excess Kurtosis | 14.98 |
| Omega (θ=0) | 0.96 | Tail Ratio | 0.98 |
| Gain/Pain | −0.04 | Hit Rate | 48.53% |
| Win/Loss | 1.01 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.03% | -6.84% | -4.75% | -6.70% |
| CVaR (ES) | -5.79% | -8.40% | -5.95% | -7.67% |
| VaR (Cornish-Fisher) | — | — | -2.45% | -10.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.79% | 2023-12-19 | 2026-06-24 | ongoing | 625 | — |
| -14.60% | 2023-09-01 | 2023-10-18 | 2023-11-20 | 32 | 23 |
| -4.16% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
| -3.81% | 2023-11-20 | 2023-11-30 | 2023-12-04 | 7 | 2 |
| -2.66% | 2023-12-07 | 2023-12-12 | 2023-12-14 | 3 | 2 |
| -1.34% | 2023-08-29 | 2023-08-31 | 2023-09-01 | 2 | 1 |
| -1.00% | 2023-12-14 | 2023-12-15 | 2023-12-19 | 1 | 2 |
| -0.98% | 2023-12-04 | 2023-12-05 | 2023-12-06 | 1 | 1 |
Worst depth first · lengths in trading days.