$131.81
+3.68 (+2.87%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.30% | Sharpe | 0.04 |
| Sortino | 0.05 |
| Beta | 0.12 | Correlation | 0.05 |
| Up capture | −21.35% | Down capture | −49.93% |
Relative Value shows 0.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.06% | Ulcer Index | 24.09 |
| MTD | −1.89% | QTD | −11.17% |
| YTD | −23.98% | Window (ann., 3.0y) | −5.58% |
| Skewness | −1.67 | Excess Kurtosis | 23.01 |
| Omega (θ=0) | 1.01 | Tail Ratio | 0.97 |
| Gain/Pain | 0.01 | Hit Rate | 52.00% |
| Win/Loss | 0.93 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.92% | -6.27% | -3.86% | -5.46% |
| CVaR (ES) | -5.57% | -11.68% | -4.84% | -6.26% |
| VaR (Cornish-Fisher) | — | — | -3.76% | -18.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.06% | 2025-06-03 | 2026-04-20 | ongoing | 220 | — |
| -28.05% | 2024-12-11 | 2025-04-08 | 2025-05-13 | 79 | 24 |
| -19.59% | 2023-09-01 | 2023-10-18 | 2024-04-18 | 32 | 125 |
| -13.36% | 2024-10-09 | 2024-10-22 | 2024-12-10 | 9 | 34 |
| -9.11% | 2024-07-26 | 2024-08-07 | 2024-08-30 | 8 | 17 |
| -8.14% | 2024-05-24 | 2024-06-26 | 2024-07-16 | 21 | 13 |
| -7.89% | 2024-08-30 | 2024-09-06 | 2024-09-13 | 4 | 5 |
| -5.39% | 2024-07-16 | 2024-07-19 | 2024-07-22 | 3 | 1 |
| -2.37% | 2025-05-13 | 2025-05-14 | 2025-05-27 | 1 | 8 |
| -2.08% | 2024-04-23 | 2024-05-01 | 2024-05-02 | 6 | 1 |
Worst depth first · lengths in trading days.