$41.70
-0.09 (-0.22%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 56.78% | Sharpe | 0.47 |
| Sortino | 0.74 |
| Beta | 1.30 | Correlation | 0.34 |
| Up capture | 110.68% | Down capture | 86.36% |
| Max Drawdown | −70.84% | Ulcer Index | 41.63 |
| MTD | 9.56% | QTD | 12.07% |
| YTD | 53.53% | Window (ann., 3.0y) | 11.39% |
| Skewness | 1.20 | Excess Kurtosis | 8.24 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.12 |
| Gain/Pain | 0.09 | Hit Rate | 47.40% |
| Win/Loss | 1.20 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.03% | -8.34% | -5.78% | -8.22% |
| CVaR (ES) | -6.98% | -9.72% | -7.27% | -9.43% |
| VaR (Cornish-Fisher) | — | — | -3.86% | -9.99% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -70.84% | 2024-03-01 | 2025-04-08 | ongoing | 276 | — |
| -26.04% | 2023-08-21 | 2023-10-27 | 2023-12-01 | 48 | 24 |
| -16.22% | 2024-01-12 | 2024-01-31 | 2024-02-26 | 12 | 17 |
| -7.45% | 2024-01-08 | 2024-01-10 | 2024-01-12 | 2 | 2 |
| -6.44% | 2024-02-28 | 2024-02-29 | 2024-03-01 | 1 | 1 |
| -3.79% | 2023-12-27 | 2024-01-04 | 2024-01-08 | 5 | 2 |
| -2.84% | 2023-12-01 | 2023-12-11 | 2023-12-12 | 6 | 1 |
| -0.81% | 2023-12-15 | 2023-12-18 | 2023-12-19 | 1 | 1 |
| -0.37% | 2023-12-19 | 2023-12-20 | 2023-12-22 | 1 | 2 |
Worst depth first · lengths in trading days.