$255.46
-6.97 (-2.66%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.88% | Sharpe | 1.35 |
| Sortino | 1.98 |
| Beta | 1.54 | Correlation | 0.40 |
| Up capture | 218.75% | Down capture | −12.93% |
Relative Value shows 1.69 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.37% | Ulcer Index | 12.06 |
| MTD | −6.07% | QTD | −23.29% |
| YTD | 50.70% | Window (ann., 3.0y) | 75.13% |
| Skewness | −0.40 | Excess Kurtosis | 14.61 |
| Omega (θ=0) | 1.29 | Tail Ratio | 1.02 |
| Gain/Pain | 0.29 | Hit Rate | 54.80% |
| Win/Loss | 1.05 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.49% | -7.70% | -5.10% | -7.32% |
| CVaR (ES) | -7.18% | -13.19% | -6.46% | -8.43% |
| VaR (Cornish-Fisher) | — | — | -4.49% | -19.25% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.37% | 2024-12-17 | 2025-04-04 | 2025-06-23 | 73 | 53 |
| -32.52% | 2024-02-15 | 2024-02-22 | 2024-07-26 | 4 | 107 |
| -27.21% | 2026-06-30 | 2026-07-29 | ongoing | 20 | — |
| -24.60% | 2023-08-31 | 2023-10-25 | 2023-10-30 | 38 | 3 |
| -19.54% | 2026-02-11 | 2026-03-09 | 2026-04-16 | 17 | 27 |
| -19.54% | 2025-11-10 | 2025-11-20 | 2025-12-08 | 8 | 11 |
| -18.63% | 2024-07-26 | 2024-08-05 | 2024-09-19 | 6 | 32 |
| -17.51% | 2026-05-11 | 2026-05-19 | 2026-06-22 | 6 | 19 |
| -14.36% | 2024-10-16 | 2024-11-18 | 2024-12-13 | 23 | 18 |
| -11.22% | 2023-12-27 | 2024-01-10 | 2024-01-30 | 9 | 13 |
Worst depth first · lengths in trading days.