$33.36
+0.82 (+2.52%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 61.62% | Sharpe | −0.01 |
| Sortino | −0.01 |
| Beta | 1.03 | Correlation | 0.20 |
| Up capture | 55.11% | Down capture | 185.51% |
Relative Value shows 0.95 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −77.86% | Ulcer Index | 51.83 |
| MTD | 14.21% | QTD | 13.93% |
| YTD | −27.07% | Window (ann., 3.0y) | −17.40% |
| Skewness | 0.43 | Excess Kurtosis | 8.17 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.06 |
| Gain/Pain | −0.00 | Hit Rate | 47.20% |
| Win/Loss | 1.11 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.47% | -9.08% | -6.39% | -9.03% |
| CVaR (ES) | -8.24% | -14.38% | -8.01% | -10.35% |
| VaR (Cornish-Fisher) | — | — | -5.26% | -14.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.86% | 2024-03-13 | 2025-02-12 | ongoing | 230 | — |
| -28.25% | 2023-09-07 | 2023-12-20 | 2024-02-29 | 73 | 47 |
| -4.75% | 2024-03-07 | 2024-03-11 | 2024-03-12 | 2 | 1 |
| -2.88% | 2024-02-29 | 2024-03-01 | 2024-03-04 | 1 | 1 |
| -1.52% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -0.93% | 2023-08-31 | 2023-09-01 | 2023-09-05 | 1 | 1 |
| -0.13% | 2024-03-04 | 2024-03-05 | 2024-03-06 | 1 | 1 |
Worst depth first · lengths in trading days.