$81.85
+5.44 (+7.12%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 59.26% | Sharpe | 0.23 |
| Sortino | 0.36 |
| Beta | 1.55 | Correlation | 0.34 |
| Up capture | 127.81% | Down capture | 226.99% |
Relative Value shows 1.47 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.16% | Ulcer Index | 33.90 |
| MTD | −16.55% | QTD | −30.40% |
| YTD | −4.01% | Window (ann., 3.0y) | −3.39% |
| Skewness | 0.72 | Excess Kurtosis | 4.36 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.15 |
| Gain/Pain | 0.04 | Hit Rate | 47.60% |
| Win/Loss | 1.14 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.44% | -8.20% | -6.09% | -8.63% |
| CVaR (ES) | -7.45% | -10.79% | -7.65% | -9.89% |
| VaR (Cornish-Fisher) | — | — | -4.96% | -9.72% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.16% | 2025-01-21 | 2025-04-21 | 2026-02-06 | 62 | 201 |
| -60.24% | 2023-08-23 | 2024-08-14 | 2024-12-30 | 245 | 95 |
| -39.13% | 2026-02-06 | 2026-05-19 | 2026-06-26 | 70 | 23 |
| -35.88% | 2026-07-01 | 2026-08-20 | ongoing | 35 | — |
| -3.66% | 2025-01-10 | 2025-01-13 | 2025-01-14 | 1 | 1 |
| -2.31% | 2024-12-31 | 2025-01-02 | 2025-01-06 | 1 | 2 |
| -1.64% | 2026-06-26 | 2026-06-29 | 2026-06-30 | 1 | 1 |
| -0.35% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.