$165.57
+5.35 (+3.34%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.94% | Sharpe | 0.65 |
| Sortino | 0.98 |
| Beta | 2.23 | Correlation | 0.55 |
| Up capture | 209.63% | Down capture | 305.00% |
Relative Value shows 1.69 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −48.93% | Ulcer Index | 17.27 |
| MTD | 11.13% | QTD | 0.79% |
| YTD | −6.18% | Window (ann., 3.0y) | 21.46% |
| Skewness | 0.20 | Excess Kurtosis | 5.68 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.15 |
| Gain/Pain | 0.12 | Hit Rate | 50.80% |
| Win/Loss | 1.08 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.10% | -6.94% | -4.84% | -6.90% |
| CVaR (ES) | -6.26% | -10.16% | -6.11% | -7.93% |
| VaR (Cornish-Fisher) | — | — | -4.32% | -10.41% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.93% | 2025-01-30 | 2025-04-21 | 2025-07-22 | 55 | 63 |
| -35.01% | 2025-12-11 | 2026-04-02 | ongoing | 76 | — |
| -26.97% | 2023-08-23 | 2023-11-01 | 2024-03-28 | 49 | 102 |
| -25.78% | 2024-09-20 | 2024-10-31 | 2025-01-23 | 29 | 55 |
| -15.34% | 2025-10-27 | 2025-11-18 | 2025-12-05 | 16 | 12 |
| -14.42% | 2025-09-04 | 2025-10-01 | 2025-10-21 | 19 | 14 |
| -13.53% | 2024-06-18 | 2024-08-07 | 2024-08-09 | 34 | 2 |
| -9.32% | 2025-07-28 | 2025-08-15 | 2025-09-02 | 14 | 11 |
| -7.04% | 2024-04-29 | 2024-05-01 | 2024-05-15 | 2 | 10 |
| -5.77% | 2024-08-23 | 2024-08-30 | 2024-09-10 | 5 | 6 |
Worst depth first · lengths in trading days.