$84.60
+1.67 (+2.01%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.11% | Sharpe | 0.28 |
| Sortino | 0.45 |
| Beta | 1.78 | Correlation | 0.40 |
| Up capture | 157.27% | Down capture | 351.33% |
Relative Value shows 1.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −65.56% | Ulcer Index | 36.67 |
| MTD | 56.03% | QTD | 36.72% |
| YTD | 37.72% | Window (ann., 3.0y) | 1.26% |
| Skewness | 1.11 | Excess Kurtosis | 7.15 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.17 |
| Gain/Pain | 0.05 | Hit Rate | 47.80% |
| Win/Loss | 1.14 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.60% | -7.86% | -5.44% | -7.72% |
| CVaR (ES) | -6.55% | -9.45% | -6.84% | -8.86% |
| VaR (Cornish-Fisher) | — | — | -3.83% | -9.04% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.56% | 2024-11-25 | 2026-03-20 | ongoing | 328 | — |
| -32.43% | 2024-03-21 | 2024-07-05 | 2024-11-25 | 72 | 100 |
| -25.81% | 2023-09-01 | 2023-10-25 | 2023-12-07 | 37 | 31 |
| -10.40% | 2024-03-01 | 2024-03-14 | 2024-03-21 | 9 | 5 |
| -7.12% | 2024-02-12 | 2024-02-21 | 2024-02-27 | 6 | 4 |
| -6.58% | 2023-12-27 | 2024-01-16 | 2024-02-01 | 12 | 12 |
| -2.56% | 2024-02-02 | 2024-02-06 | 2024-02-08 | 2 | 2 |
| -1.74% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -1.59% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -1.19% | 2023-08-23 | 2023-08-25 | 2023-08-28 | 2 | 1 |
Worst depth first · lengths in trading days.