$6.25
+0.10 (+1.63%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.77% | Sharpe | −0.28 |
| Sortino | −0.39 |
| Beta | 1.55 | Correlation | 0.53 |
| Up capture | 11.46% | Down capture | 180.58% |
Relative Value shows 1.13 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.84% | Ulcer Index | 35.10 |
| MTD | −18.94% | QTD | −24.06% |
| YTD | 6.66% | Window (ann., 3.0y) | −19.26% |
| Skewness | 0.29 | Excess Kurtosis | 4.88 |
| Omega (θ=0) | 0.95 | Tail Ratio | 1.08 |
| Gain/Pain | −0.05 | Hit Rate | 46.66% |
| Win/Loss | 1.04 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.85% | -6.49% | -4.58% | -6.46% |
| CVaR (ES) | -5.86% | -9.35% | -5.73% | -7.40% |
| VaR (Cornish-Fisher) | — | — | -4.08% | -8.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.84% | 2023-08-22 | 2026-02-05 | ongoing | 616 | — |
Worst depth first · lengths in trading days.