$30.95
-0.19 (-0.61%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.73% | Sharpe | 0.29 |
| Sortino | 0.40 |
| Beta | 0.64 | Correlation | 0.13 |
| Up capture | 147.65% | Down capture | 260.67% |
Relative Value shows 0.59 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.61% | Ulcer Index | 38.93 |
| MTD | 29.99% | QTD | 16.84% |
| YTD | 38.56% | Window (ann., 3.0y) | −0.89% |
| Skewness | −0.43 | Excess Kurtosis | 23.42 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.10 |
| Gain/Pain | 0.06 | Hit Rate | 50.13% |
| Win/Loss | 1.04 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.26% | -8.66% | -6.02% | -8.54% |
| CVaR (ES) | -8.15% | -17.51% | -7.56% | -9.79% |
| VaR (Cornish-Fisher) | — | — | -4.71% | -29.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.61% | 2023-12-27 | 2025-05-23 | ongoing | 352 | — |
| -22.98% | 2023-08-29 | 2023-10-27 | 2023-12-19 | 42 | 36 |
| -1.57% | 2023-08-21 | 2023-08-22 | 2023-08-24 | 1 | 2 |
| -0.60% | 2023-08-24 | 2023-08-25 | 2023-08-29 | 1 | 2 |
| -0.52% | 2023-12-19 | 2023-12-20 | 2023-12-22 | 1 | 2 |
Worst depth first · lengths in trading days.