$26.37
+0.10 (+0.38%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.96% | Sharpe | −0.14 |
| Sortino | −0.19 |
| Beta | 0.78 | Correlation | 0.24 |
| Up capture | 51.84% | Down capture | 228.11% |
Relative Value shows 0.91 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.59% | Ulcer Index | 39.00 |
| MTD | 30.48% | QTD | 70.24% |
| YTD | 20.71% | Window (ann., 3.0y) | −13.15% |
| Skewness | 0.12 | Excess Kurtosis | 21.04 |
| Omega (θ=0) | 0.97 | Tail Ratio | 0.90 |
| Gain/Pain | −0.03 | Hit Rate | 50.94% |
| Win/Loss | 0.93 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.58% | -6.70% | -4.27% | -6.03% |
| CVaR (ES) | -6.23% | -11.63% | -5.35% | -6.90% |
| VaR (Cornish-Fisher) | — | — | -3.08% | -18.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.59% | 2024-12-09 | 2026-03-20 | ongoing | 319 | — |
| -16.91% | 2024-05-16 | 2024-08-09 | 2024-09-27 | 58 | 34 |
| -12.96% | 2023-08-30 | 2023-10-26 | 2023-12-14 | 40 | 34 |
| -11.73% | 2024-01-30 | 2024-03-14 | 2024-04-26 | 31 | 30 |
| -8.26% | 2024-01-08 | 2024-01-17 | 2024-01-29 | 6 | 8 |
| -7.60% | 2024-11-07 | 2024-11-20 | 2024-12-09 | 9 | 12 |
| -5.13% | 2023-12-26 | 2024-01-03 | 2024-01-05 | 5 | 2 |
| -3.49% | 2024-09-27 | 2024-10-10 | 2024-10-17 | 9 | 5 |
| -3.39% | 2024-10-29 | 2024-10-31 | 2024-11-05 | 2 | 3 |
| -2.58% | 2024-04-29 | 2024-05-01 | 2024-05-07 | 2 | 4 |
Worst depth first · lengths in trading days.