$18.22
-0.19 (-1.03%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.24% | Sharpe | 0.11 |
| Sortino | 0.17 |
| Beta | 1.14 | Correlation | 0.33 |
| Up capture | 125.23% | Down capture | 366.31% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −72.17% | Ulcer Index | 40.62 |
| MTD | 14.23% | QTD | 23.36% |
| YTD | 36.48% | Window (ann., 3.0y) | −7.46% |
| Skewness | 1.15 | Excess Kurtosis | 14.15 |
| Omega (θ=0) | 1.02 | Tail Ratio | 0.98 |
| Gain/Pain | 0.02 | Hit Rate | 48.87% |
| Win/Loss | 1.03 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.91% | -8.67% | -5.49% | -7.78% |
| CVaR (ES) | -7.23% | -10.94% | -6.89% | -8.92% |
| VaR (Cornish-Fisher) | — | — | -3.35% | -14.36% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -72.17% | 2023-09-15 | 2025-04-08 | ongoing | 392 | — |
| -6.74% | 2023-09-06 | 2023-09-11 | 2023-09-15 | 3 | 4 |
| -1.46% | 2023-08-23 | 2023-08-25 | 2023-08-28 | 2 | 1 |
| -0.25% | 2023-08-28 | 2023-08-29 | 2023-09-01 | 1 | 3 |
Worst depth first · lengths in trading days.