$78.00
+2.25 (+2.97%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 67.01% | Sharpe | 1.10 |
| Sortino | 1.72 |
| Beta | 1.37 | Correlation | 0.32 |
| Up capture | 262.14% | Down capture | 140.12% |
Relative Value shows 1.15 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.03% | Ulcer Index | 14.60 |
| MTD | 13.01% | QTD | 2.63% |
| YTD | 43.91% | Window (ann., 3.0y) | 66.03% |
| Skewness | 0.44 | Excess Kurtosis | 11.55 |
| Omega (θ=0) | 1.33 | Tail Ratio | 1.23 |
| Gain/Pain | 0.33 | Hit Rate | 27.16% |
| Win/Loss | 1.29 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.66% | -10.60% | -6.65% | -9.53% |
| CVaR (ES) | -9.64% | -18.05% | -8.42% | -10.96% |
| VaR (Cornish-Fisher) | — | — | -5.13% | -19.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.03% | 2024-07-23 | 2025-01-08 | 2025-03-05 | 117 | 37 |
| -33.19% | 2026-06-12 | 2026-07-29 | ongoing | 30 | — |
| -29.36% | 2024-03-08 | 2024-04-01 | 2024-05-15 | 15 | 32 |
| -26.02% | 2025-04-02 | 2025-04-23 | 2025-05-07 | 14 | 10 |
| -25.42% | 2026-03-04 | 2026-03-30 | 2026-05-20 | 18 | 36 |
| -24.71% | 2025-07-15 | 2025-08-07 | 2025-08-28 | 17 | 15 |
| -20.61% | 2023-08-31 | 2023-11-09 | 2024-02-09 | 49 | 62 |
| -16.00% | 2024-05-21 | 2024-06-14 | 2024-07-16 | 17 | 20 |
| -14.32% | 2025-06-13 | 2025-07-09 | 2025-07-11 | 16 | 2 |
| -10.17% | 2024-07-19 | 2024-07-22 | 2024-07-23 | 1 | 1 |
Worst depth first · lengths in trading days.