$39.35
+0.61 (+1.57%)
USD · as of 2026-08-21 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 67.51% | Sharpe | 0.79 |
| Sortino | 1.12 |
| Beta | 1.71 | Correlation | 0.33 |
| Up capture | 33.31% | Down capture | −488.58% |
Relative Value shows 0.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −46.41% | Ulcer Index | 21.90 |
| MTD | 10.66% | QTD | −15.21% |
| YTD | 58.61% | Window return | 35.18% |
| Skewness | −0.00 | Excess Kurtosis | 14.05 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.03 |
| Gain/Pain | 0.17 | Hit Rate | 56.63% |
| Win/Loss | 0.89 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.23% | -12.04% | -6.78% | -9.68% |
| CVaR (ES) | -10.03% | -18.90% | -8.56% | -11.12% |
| VaR (Cornish-Fisher) | — | — | -5.58% | -23.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.41% | 2025-10-28 | 2026-02-12 | 2026-04-27 | 73 | 48 |
| -31.48% | 2026-07-01 | 2026-08-06 | ongoing | 25 | — |
| -15.27% | 2025-08-29 | 2025-09-22 | 2025-10-17 | 15 | 19 |
| -7.70% | 2026-05-13 | 2026-06-03 | 2026-06-11 | 14 | 5 |
| -4.24% | 2026-06-11 | 2026-06-17 | 2026-06-23 | 4 | 3 |
| -3.38% | 2026-05-08 | 2026-05-11 | 2026-05-13 | 1 | 2 |
| -2.51% | 2026-04-29 | 2026-04-30 | 2026-05-05 | 1 | 3 |
| -2.44% | 2025-08-22 | 2025-08-25 | 2025-08-27 | 1 | 2 |
| -0.75% | 2025-10-24 | 2025-10-27 | 2025-10-28 | 1 | 1 |
| -0.21% | 2025-10-21 | 2025-10-22 | 2025-10-24 | 1 | 2 |
Worst depth first · lengths in trading days.