$143.25
+9.06 (+6.75%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.38% | Sharpe | 0.16 |
| Sortino | 0.23 |
| Beta | 1.35 | Correlation | 0.33 |
| Up capture | 148.33% | Down capture | 413.79% |
Relative Value shows 1.35 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −74.05% | Ulcer Index | 45.71 |
| MTD | 21.77% | QTD | 6.09% |
| YTD | 1.79% | Window (ann., 3.0y) | −7.27% |
| Skewness | 0.11 | Excess Kurtosis | 2.35 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.04 |
| Gain/Pain | 0.03 | Hit Rate | 49.67% |
| Win/Loss | 1.04 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.86% | -9.30% | -6.01% | -8.52% |
| CVaR (ES) | -7.98% | -11.68% | -7.55% | -9.76% |
| VaR (Cornish-Fisher) | — | — | -5.72% | -10.22% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.05% | 2023-09-05 | 2025-04-08 | 2026-01-27 | 399 | 201 |
| -47.38% | 2026-04-16 | 2026-07-28 | ongoing | 68 | — |
| -19.80% | 2026-02-25 | 2026-03-20 | 2026-04-16 | 17 | 18 |
| -19.41% | 2026-01-27 | 2026-02-05 | 2026-02-25 | 7 | 13 |
| -1.12% | 2023-08-23 | 2023-08-28 | 2023-08-29 | 3 | 1 |
Worst depth first · lengths in trading days.