$59.56
-0.36 (-0.60%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.39% | Sharpe | 0.22 |
| Sortino | 0.31 |
| Beta | 1.65 | Correlation | 0.41 |
| Up capture | 140.21% | Down capture | 342.47% |
Relative Value shows 1.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −68.72% | Ulcer Index | 42.65 |
| MTD | −5.22% | QTD | −1.03% |
| YTD | 26.73% | Window (ann., 3.0y) | −1.11% |
| Skewness | −0.37 | Excess Kurtosis | 5.25 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.11 |
| Gain/Pain | 0.04 | Hit Rate | 48.13% |
| Win/Loss | 1.11 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.28% | -8.55% | -4.97% | -7.05% |
| CVaR (ES) | -6.83% | -11.93% | -6.25% | -8.08% |
| VaR (Cornish-Fisher) | — | — | -4.96% | -11.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.72% | 2024-03-21 | 2025-09-03 | ongoing | 363 | — |
| -18.59% | 2023-09-14 | 2023-10-30 | 2023-12-06 | 32 | 26 |
| -7.55% | 2023-08-30 | 2023-09-08 | 2023-09-14 | 6 | 4 |
| -7.27% | 2023-12-19 | 2024-01-03 | 2024-02-13 | 9 | 28 |
| -1.26% | 2024-02-23 | 2024-02-26 | 2024-02-28 | 1 | 2 |
| -1.21% | 2023-12-07 | 2023-12-08 | 2023-12-11 | 1 | 1 |
| -1.17% | 2023-08-22 | 2023-08-24 | 2023-08-25 | 2 | 1 |
| -1.12% | 2024-03-07 | 2024-03-08 | 2024-03-12 | 1 | 2 |
| -0.96% | 2024-03-12 | 2024-03-14 | 2024-03-20 | 2 | 4 |
| -0.88% | 2024-02-16 | 2024-02-20 | 2024-02-21 | 1 | 1 |
Worst depth first · lengths in trading days.