$89.41
+1.51 (+1.72%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.95% | Sharpe | 0.92 |
| Sortino | 1.43 |
| Beta | 2.05 | Correlation | 0.39 |
| Up capture | 309.72% | Down capture | 327.19% |
| Max Drawdown | −74.70% | Ulcer Index | 35.87 |
| MTD | 5.62% | QTD | 9.69% |
| YTD | 34.67% | Window (ann., 3.0y) | 46.89% |
| Skewness | 0.42 | Excess Kurtosis | 6.13 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.25 |
| Gain/Pain | 0.18 | Hit Rate | 50.33% |
| Win/Loss | 1.15 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.57% | -10.89% | -6.59% | -9.43% |
| CVaR (ES) | -8.41% | -13.77% | -8.33% | -10.83% |
| VaR (Cornish-Fisher) | — | — | -5.57% | -13.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.70% | 2024-01-08 | 2025-04-08 | 2025-10-27 | 313 | 139 |
| -30.58% | 2023-09-14 | 2023-11-30 | 2023-12-26 | 54 | 17 |
| -24.64% | 2026-02-02 | 2026-03-12 | 2026-04-22 | 27 | 28 |
| -17.93% | 2026-07-07 | 2026-07-16 | 2026-07-22 | 7 | 4 |
| -11.13% | 2026-05-14 | 2026-06-02 | 2026-06-17 | 12 | 8 |
| -10.71% | 2025-10-31 | 2025-11-04 | 2025-11-24 | 2 | 14 |
| -9.86% | 2025-12-11 | 2026-01-16 | 2026-02-02 | 24 | 10 |
| -8.68% | 2025-11-26 | 2025-11-28 | 2025-12-02 | 1 | 2 |
| -8.15% | 2026-05-06 | 2026-05-08 | 2026-05-14 | 2 | 4 |
| -6.42% | 2023-08-21 | 2023-08-30 | 2023-09-06 | 7 | 4 |
Worst depth first · lengths in trading days.