$160.22
+0.43 (+0.27%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 62.17% | Sharpe | 0.59 |
| Sortino | 0.93 |
| Beta | 2.19 | Correlation | 0.44 |
| Up capture | 186.98% | Down capture | 204.98% |
Relative Value shows 1.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.65% | Ulcer Index | 29.89 |
| MTD | 7.26% | QTD | −2.94% |
| YTD | −33.76% | Window (ann., 3.0y) | 19.44% |
| Skewness | 0.98 | Excess Kurtosis | 8.16 |
| Omega (θ=0) | 1.12 | Tail Ratio | 0.97 |
| Gain/Pain | 0.12 | Hit Rate | 49.87% |
| Win/Loss | 1.12 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.91% | -9.76% | -6.30% | -8.96% |
| CVaR (ES) | -8.40% | -13.02% | -7.93% | -10.29% |
| VaR (Cornish-Fisher) | — | — | -4.49% | -12.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.65% | 2025-10-13 | 2026-06-25 | ongoing | 172 | — |
| -52.52% | 2024-11-11 | 2025-04-04 | 2025-06-26 | 98 | 56 |
| -25.16% | 2024-06-18 | 2024-08-05 | 2024-10-16 | 32 | 51 |
| -20.79% | 2024-03-06 | 2024-03-18 | 2024-05-09 | 8 | 37 |
| -20.66% | 2025-06-30 | 2025-09-05 | 2025-09-22 | 47 | 11 |
| -16.24% | 2023-12-05 | 2024-01-05 | 2024-03-05 | 21 | 40 |
| -8.72% | 2023-09-06 | 2023-10-06 | 2023-10-16 | 22 | 6 |
| -6.48% | 2023-10-25 | 2023-10-30 | 2023-11-07 | 3 | 6 |
| -3.73% | 2025-10-08 | 2025-10-10 | 2025-10-13 | 2 | 1 |
| -3.44% | 2023-08-23 | 2023-08-24 | 2023-09-01 | 1 | 6 |
Worst depth first · lengths in trading days.