$46.28
+0.17 (+0.38%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.32% | Sharpe | 0.30 |
| Sortino | 0.38 |
| Beta | 0.79 | Correlation | 0.23 |
| Up capture | 52.89% | Down capture | 23.59% |
Relative Value shows 0.77 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.45% | Ulcer Index | 18.81 |
| MTD | 12.89% | QTD | −40.30% |
| YTD | −59.62% | Window (ann., 3.0y) | 1.89% |
| Skewness | −4.55 | Excess Kurtosis | 66.17 |
| Omega (θ=0) | 1.06 | Tail Ratio | 0.96 |
| Gain/Pain | 0.06 | Hit Rate | 51.73% |
| Win/Loss | 0.99 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.10% | -6.93% | -4.74% | -6.73% |
| CVaR (ES) | -6.73% | -13.13% | -5.96% | -7.72% |
| VaR (Cornish-Fisher) | — | — | -3.49% | -38.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.45% | 2026-01-08 | 2026-07-30 | ongoing | 136 | — |
| -21.55% | 2025-03-03 | 2025-05-07 | 2025-07-02 | 46 | 38 |
| -21.07% | 2023-12-19 | 2024-03-18 | 2024-06-28 | 60 | 71 |
| -18.40% | 2023-09-01 | 2023-11-01 | 2023-12-14 | 42 | 30 |
| -15.71% | 2025-09-26 | 2025-11-20 | 2025-12-22 | 39 | 21 |
| -11.33% | 2024-07-30 | 2024-08-12 | 2024-08-23 | 9 | 9 |
| -11.19% | 2025-07-09 | 2025-08-01 | 2025-08-13 | 17 | 8 |
| -8.55% | 2024-08-30 | 2024-09-11 | 2024-09-30 | 7 | 13 |
| -8.07% | 2024-12-16 | 2024-12-19 | 2024-12-30 | 3 | 6 |
| -7.34% | 2024-12-30 | 2025-01-10 | 2025-01-28 | 7 | 11 |
Worst depth first · lengths in trading days.