$38.77
+1.58 (+4.25%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 59.70% | Sharpe | 0.45 |
| Sortino | 0.69 |
| Beta | 2.14 | Correlation | 0.38 |
| Up capture | 185.06% | Down capture | 259.63% |
Relative Value shows 1.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.77% | Ulcer Index | 30.32 |
| MTD | 6.51% | QTD | 1.63% |
| YTD | 77.68% | Window (ann., 3.0y) | 9.63% |
| Skewness | 1.40 | Excess Kurtosis | 14.70 |
| Omega (θ=0) | 1.09 | Tail Ratio | 0.96 |
| Gain/Pain | 0.09 | Hit Rate | 49.33% |
| Win/Loss | 1.10 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.39% | -9.82% | -6.08% | -8.64% |
| CVaR (ES) | -8.02% | -12.43% | -7.65% | -9.92% |
| VaR (Cornish-Fisher) | — | — | -3.32% | -14.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.77% | 2023-08-30 | 2024-04-30 | 2026-05-08 | 167 | 507 |
| -18.74% | 2026-05-08 | 2026-05-19 | 2026-05-29 | 7 | 7 |
| -11.58% | 2026-07-01 | 2026-07-22 | 2026-08-13 | 14 | 16 |
| -6.59% | 2026-06-01 | 2026-06-22 | 2026-06-26 | 11 | 4 |
| -5.78% | 2026-08-13 | 2026-08-17 | ongoing | 2 | — |
| -2.84% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -0.29% | 2026-06-29 | 2026-06-30 | 2026-07-01 | 1 | 1 |
| -0.19% | 2023-08-28 | 2023-08-29 | 2023-08-30 | 1 | 1 |
Worst depth first · lengths in trading days.