$30.01
-0.04 (-0.13%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 83.25% | Sharpe | 0.90 |
| Sortino | 1.41 |
| Beta | 4.92 | Correlation | 0.72 |
| Up capture | 368.10% | Down capture | 339.34% |
Relative Value shows 3.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.08% | Ulcer Index | 31.48 |
| MTD | 2.18% | QTD | −27.70% |
| YTD | 4.27% | Window (ann., 3.0y) | 49.05% |
| Skewness | 0.62 | Excess Kurtosis | 9.96 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.16 |
| Gain/Pain | 0.18 | Hit Rate | 51.33% |
| Win/Loss | 1.10 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.12% | -10.57% | -8.33% | -11.90% |
| CVaR (ES) | -9.99% | -16.10% | -10.52% | -13.68% |
| VaR (Cornish-Fisher) | — | — | -6.31% | -20.98% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.08% | 2025-10-15 | 2026-02-05 | ongoing | 77 | — |
| -57.08% | 2024-11-11 | 2025-04-04 | 2025-07-02 | 98 | 60 |
| -43.18% | 2024-07-16 | 2024-09-06 | 2024-11-08 | 37 | 45 |
| -39.65% | 2023-08-30 | 2023-10-23 | 2023-12-01 | 37 | 28 |
| -25.34% | 2024-01-26 | 2024-02-07 | 2024-02-14 | 8 | 5 |
| -22.06% | 2024-03-08 | 2024-04-19 | 2024-05-21 | 29 | 22 |
| -17.07% | 2023-12-27 | 2024-01-19 | 2024-01-25 | 15 | 4 |
| -15.37% | 2025-07-31 | 2025-08-20 | 2025-09-17 | 14 | 19 |
| -12.98% | 2025-09-22 | 2025-10-10 | 2025-10-14 | 14 | 2 |
| -12.76% | 2024-06-13 | 2024-07-01 | 2024-07-08 | 11 | 4 |
Worst depth first · lengths in trading days.