$7.30
+0.01 (+0.14%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.17% | Sharpe | −0.05 |
| Sortino | −0.07 |
| Beta | 0.29 | Correlation | 0.15 |
| Up capture | 15.81% | Down capture | 100.07% |
Relative Value shows 0.54 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.13% | Ulcer Index | 20.85 |
| MTD | 14.78% | QTD | −5.19% |
| YTD | −17.02% | Window (ann., 3.0y) | −6.20% |
| Skewness | −0.53 | Excess Kurtosis | 12.52 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.00 |
| Gain/Pain | −0.01 | Hit Rate | 49.07% |
| Win/Loss | 0.98 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.72% | -5.18% | -3.24% | -4.57% |
| CVaR (ES) | -4.49% | -8.25% | -4.06% | -5.24% |
| VaR (Cornish-Fisher) | — | — | -3.03% | -10.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.13% | 2024-03-28 | 2026-07-31 | ongoing | 583 | — |
| -18.44% | 2023-09-28 | 2023-10-30 | 2024-02-29 | 22 | 83 |
| -3.83% | 2024-03-07 | 2024-03-13 | 2024-03-28 | 4 | 11 |
| -2.84% | 2023-09-12 | 2023-09-13 | 2023-09-20 | 1 | 5 |
| -1.44% | 2023-09-25 | 2023-09-26 | 2023-09-28 | 1 | 2 |
| -0.94% | 2024-03-04 | 2024-03-05 | 2024-03-07 | 1 | 2 |
| -0.23% | 2023-09-20 | 2023-09-21 | 2023-09-22 | 1 | 1 |
Worst depth first · lengths in trading days.