$57.65
+2.52 (+4.57%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.55% | Sharpe | 0.11 |
| Sortino | 0.17 |
| Beta | 1.26 | Correlation | 0.26 |
| Up capture | 51.67% | Down capture | 60.37% |
Relative Value shows 1.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −67.95% | Ulcer Index | 40.79 |
| MTD | 2.23% | QTD | 8.16% |
| YTD | 130.46% | Window (ann., 3.0y) | −8.34% |
| Skewness | 1.18 | Excess Kurtosis | 10.87 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.11 |
| Gain/Pain | 0.02 | Hit Rate | 46.93% |
| Win/Loss | 1.13 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.07% | -7.77% | -5.73% | -8.12% |
| CVaR (ES) | -6.92% | -10.23% | -7.19% | -9.30% |
| VaR (Cornish-Fisher) | — | — | -3.70% | -12.16% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -67.95% | 2024-02-02 | 2025-12-30 | ongoing | 478 | — |
| -24.49% | 2023-08-30 | 2023-09-27 | 2023-12-26 | 19 | 62 |
| -13.17% | 2023-12-27 | 2024-01-12 | 2024-02-02 | 11 | 14 |
| -3.48% | 2023-08-22 | 2023-08-25 | 2023-08-30 | 3 | 3 |
Worst depth first · lengths in trading days.