$5.64
+0.11 (+1.99%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.47% | Sharpe | 0.34 |
| Sortino | 0.49 |
| Beta | −0.25 | Correlation | −0.08 |
| Up capture | −18.42% | Down capture | −164.20% |
Relative Value shows 0.52 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.16% | Ulcer Index | 25.32 |
| MTD | 4.64% | QTD | 2.73% |
| YTD | −18.73% | Window (ann., 3.0y) | 5.75% |
| Skewness | 0.14 | Excess Kurtosis | 2.93 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.09 |
| Gain/Pain | 0.06 | Hit Rate | 49.73% |
| Win/Loss | 0.98 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.68% | -7.05% | -3.93% | -5.59% |
| CVaR (ES) | -5.36% | -8.47% | -4.95% | -6.41% |
| VaR (Cornish-Fisher) | — | — | -3.69% | -6.97% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.16% | 2025-08-08 | 2026-06-25 | ongoing | 215 | — |
| -40.85% | 2023-11-20 | 2024-08-16 | 2025-04-17 | 185 | 167 |
| -22.42% | 2025-04-28 | 2025-06-13 | 2025-07-23 | 33 | 26 |
| -7.14% | 2023-09-20 | 2023-09-26 | 2023-10-11 | 4 | 11 |
| -6.91% | 2025-07-23 | 2025-08-01 | 2025-08-05 | 7 | 2 |
| -5.76% | 2023-11-07 | 2023-11-10 | 2023-11-15 | 3 | 3 |
| -4.82% | 2023-10-11 | 2023-10-13 | 2023-10-24 | 2 | 7 |
| -3.31% | 2023-08-24 | 2023-08-25 | 2023-09-01 | 1 | 5 |
| -3.29% | 2023-09-01 | 2023-09-07 | 2023-09-20 | 3 | 9 |
| -2.75% | 2023-10-24 | 2023-10-27 | 2023-11-02 | 3 | 4 |
Worst depth first · lengths in trading days.