$37.10
+0.13 (+0.35%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.62% | Sharpe | 1.04 |
| Sortino | 1.63 |
| Beta | 1.74 | Correlation | 0.52 |
| Up capture | 203.96% | Down capture | 166.81% |
Relative Value shows 1.90 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.96% | Ulcer Index | 14.39 |
| MTD | 18.61% | QTD | 31.37% |
| YTD | 53.43% | Window (ann., 3.0y) | 50.28% |
| Skewness | 0.38 | Excess Kurtosis | 1.60 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.26 |
| Gain/Pain | 0.19 | Hit Rate | 50.53% |
| Win/Loss | 1.15 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.64% | -7.99% | -5.23% | -7.49% |
| CVaR (ES) | -6.62% | -9.51% | -6.62% | -8.62% |
| VaR (Cornish-Fisher) | — | — | -4.76% | -7.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.96% | 2025-10-24 | 2026-03-12 | 2026-07-15 | 94 | 82 |
| -36.01% | 2023-09-28 | 2023-10-30 | 2023-11-24 | 22 | 18 |
| -27.55% | 2025-01-28 | 2025-04-08 | 2025-10-15 | 49 | 131 |
| -23.05% | 2024-11-11 | 2024-11-18 | 2024-11-25 | 5 | 5 |
| -19.55% | 2024-02-12 | 2024-04-17 | 2024-05-10 | 45 | 17 |
| -18.51% | 2024-08-13 | 2024-10-24 | 2024-11-06 | 51 | 9 |
| -16.53% | 2024-05-15 | 2024-07-09 | 2024-07-25 | 36 | 12 |
| -12.14% | 2023-11-24 | 2023-11-30 | 2023-12-14 | 4 | 10 |
| -9.49% | 2023-09-13 | 2023-09-21 | 2023-09-27 | 6 | 4 |
| -9.06% | 2024-11-29 | 2024-12-18 | 2025-01-08 | 13 | 13 |
Worst depth first · lengths in trading days.