$25.16
+1.23 (+5.14%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2025-04-30 — the price history has a 764-day gap before it.
From 319 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.19% | Sharpe | 0.28 |
| Sortino | 0.40 |
| Beta | 2.41 | Correlation | 0.76 |
| Up capture | 105.69% | Down capture | 459.75% |
| Max Drawdown | −42.99% | Ulcer Index | 25.23 |
| MTD | 18.74% | QTD | 13.22% |
| YTD | −0.78% | Window (ann., 1.3y) | 2.54% |
| Skewness | 0.11 | Excess Kurtosis | 1.27 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.04 |
| Gain/Pain | 0.05 | Hit Rate | 49.53% |
| Win/Loss | 1.07 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.13% | -6.25% | -4.53% | -6.43% |
| CVaR (ES) | -5.78% | -8.05% | -5.69% | -7.37% |
| VaR (Cornish-Fisher) | — | — | -4.37% | -7.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.99% | 2025-10-06 | 2026-03-30 | ongoing | 120 | — |
| -13.37% | 2025-07-17 | 2025-09-04 | 2025-10-01 | 34 | 19 |
| -13.32% | 2025-05-21 | 2025-06-05 | 2025-07-10 | 10 | 23 |
| -2.69% | 2025-05-02 | 2025-05-06 | 2025-05-08 | 2 | 2 |
| -2.47% | 2025-05-14 | 2025-05-15 | 2025-05-16 | 1 | 1 |
| -2.43% | 2025-07-14 | 2025-07-15 | 2025-07-16 | 1 | 1 |
| -0.20% | 2025-10-02 | 2025-10-03 | 2025-10-06 | 1 | 1 |
Worst depth first · lengths in trading days.