$33.13
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.34% | Sharpe | 0.35 |
| Sortino | 0.54 |
| Beta | 1.75 | Correlation | 0.53 |
| Up capture | 125.64% | Down capture | 248.66% |
Relative Value shows 2.16 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −49.79% | Ulcer Index | 27.00 |
| MTD | 3.21% | QTD | 18.11% |
| YTD | 63.44% | Window (ann., 3.0y) | 5.40% |
| Skewness | 1.22 | Excess Kurtosis | 18.61 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.06 |
| Gain/Pain | 0.07 | Hit Rate | 48.60% |
| Win/Loss | 1.11 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.66% | -7.77% | -5.25% | -7.45% |
| CVaR (ES) | -6.89% | -11.50% | -6.60% | -8.55% |
| VaR (Cornish-Fisher) | — | — | -2.82% | -16.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.79% | 2024-11-25 | 2025-04-16 | ongoing | 96 | — |
| -24.45% | 2023-09-01 | 2023-10-20 | 2023-11-14 | 34 | 17 |
| -24.44% | 2023-12-28 | 2024-04-18 | 2024-09-19 | 76 | 106 |
| -17.22% | 2023-11-14 | 2023-11-28 | 2023-12-14 | 9 | 12 |
| -10.97% | 2024-09-19 | 2024-10-31 | 2024-11-14 | 30 | 10 |
| -6.65% | 2023-08-23 | 2023-08-25 | 2023-09-01 | 2 | 5 |
| -5.81% | 2023-12-14 | 2023-12-18 | 2023-12-20 | 2 | 2 |
| -5.78% | 2024-11-14 | 2024-11-18 | 2024-11-25 | 2 | 5 |
| -0.25% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.03% | 2023-12-26 | 2023-12-27 | 2023-12-28 | 1 | 1 |
Worst depth first · lengths in trading days.