$38.89
+1.11 (+2.94%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.15% | Sharpe | 0.57 |
| Sortino | 0.90 |
| Beta | 0.77 | Correlation | 0.20 |
| Up capture | 139.84% | Down capture | 161.37% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −59.86% | Ulcer Index | 25.49 |
| MTD | 14.65% | QTD | 27.05% |
| YTD | −35.70% | Window (ann., 3.0y) | 17.84% |
| Skewness | 1.04 | Excess Kurtosis | 9.31 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.03 |
| Gain/Pain | 0.11 | Hit Rate | 50.47% |
| Win/Loss | 1.07 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.33% | -8.06% | -5.18% | -7.38% |
| CVaR (ES) | -6.68% | -11.10% | -6.53% | -8.47% |
| VaR (Cornish-Fisher) | — | — | -3.57% | -10.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -59.86% | 2025-09-15 | 2026-07-07 | ongoing | 199 | — |
| -30.18% | 2024-12-26 | 2025-04-23 | 2025-05-29 | 79 | 25 |
| -26.66% | 2023-09-29 | 2024-01-23 | 2024-03-15 | 78 | 37 |
| -25.13% | 2024-05-28 | 2024-07-09 | 2024-08-29 | 28 | 37 |
| -12.78% | 2024-12-05 | 2024-12-09 | 2024-12-26 | 2 | 12 |
| -11.42% | 2024-09-04 | 2024-09-11 | 2024-09-30 | 5 | 13 |
| -11.28% | 2025-05-29 | 2025-06-04 | 2025-06-16 | 4 | 8 |
| -11.01% | 2025-08-28 | 2025-09-02 | 2025-09-08 | 2 | 4 |
| -10.24% | 2025-07-23 | 2025-08-01 | 2025-08-12 | 7 | 7 |
| -8.54% | 2024-03-29 | 2024-04-17 | 2024-04-29 | 13 | 8 |
Worst depth first · lengths in trading days.