$95.84
-3.59 (-3.61%)
USD · as of 2026-08-21 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 59.05% | Sharpe | 1.68 |
| Sortino | 2.71 |
| Beta | 1.80 | Correlation | 0.48 |
| Up capture | 231.22% | Down capture | −406.01% |
Relative Value shows 2.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.28% | Ulcer Index | 8.07 |
| MTD | 9.58% | QTD | −6.89% |
| YTD | 78.51% | Window return | 122.70% |
| Skewness | 0.48 | Excess Kurtosis | 4.03 |
| Omega (θ=0) | 1.34 | Tail Ratio | 1.26 |
| Gain/Pain | 0.34 | Hit Rate | 53.44% |
| Win/Loss | 1.16 | Upside Potential | 0.67 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.61% | -6.79% | -5.73% | -8.26% |
| CVaR (ES) | -7.04% | -11.29% | -7.28% | -9.52% |
| VaR (Cornish-Fisher) | — | — | -4.90% | -10.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.28% | 2026-06-30 | 2026-07-29 | 2026-08-06 | 20 | 6 |
| -21.88% | 2026-05-05 | 2026-05-18 | 2026-05-29 | 9 | 8 |
| -16.14% | 2026-08-12 | 2026-08-21 | ongoing | 7 | — |
| -14.59% | 2025-10-29 | 2025-11-20 | 2025-12-10 | 16 | 13 |
| -14.16% | 2026-02-09 | 2026-03-31 | 2026-04-10 | 35 | 5 |
| -12.01% | 2025-09-18 | 2025-10-07 | 2025-10-09 | 13 | 2 |
| -9.58% | 2025-12-10 | 2025-12-17 | 2026-01-05 | 5 | 11 |
| -7.44% | 2025-10-15 | 2025-10-17 | 2025-10-23 | 2 | 4 |
| -6.25% | 2025-08-28 | 2025-09-09 | 2025-09-18 | 7 | 7 |
| -6.05% | 2026-01-22 | 2026-01-28 | 2026-02-03 | 4 | 4 |
Worst depth first · lengths in trading days.