$59.02
+1.20 (+2.08%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 85.96% | Sharpe | 1.01 |
| Sortino | 1.73 |
| Beta | 5.84 | Correlation | 0.55 |
| Up capture | 426.29% | Down capture | 118.47% |
| Max Drawdown | −44.41% | Ulcer Index | 24.76 |
| MTD | −7.19% | QTD | −33.16% |
| YTD | 107.09% | Window return | 65.28% |
| Skewness | 2.31 | Excess Kurtosis | 18.84 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.09 |
| Gain/Pain | 0.21 | Hit Rate | 52.48% |
| Win/Loss | 1.06 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.81% | -10.96% | -8.56% | -12.25% |
| CVaR (ES) | -9.38% | -13.65% | -10.83% | -14.09% |
| VaR (Cornish-Fisher) | — | — | -2.41% | -16.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.41% | 2025-08-26 | 2025-11-20 | 2026-05-06 | 61 | 113 |
| -36.72% | 2026-06-18 | 2026-07-29 | ongoing | 27 | — |
| -8.10% | 2026-05-06 | 2026-05-07 | 2026-05-08 | 1 | 1 |
| -8.02% | 2026-05-22 | 2026-06-10 | 2026-06-11 | 2 | 1 |
| -7.45% | 2026-06-15 | 2026-06-17 | 2026-06-18 | 2 | 1 |
| -3.72% | 2026-05-14 | 2026-05-15 | 2026-05-20 | 1 | 3 |
| -0.07% | 2026-05-20 | 2026-05-21 | 2026-05-22 | 1 | 1 |
Worst depth first · lengths in trading days.