$27.54
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.24% | Sharpe | 0.07 |
| Sortino | 0.09 |
| Beta | 2.46 | Correlation | 0.52 |
| Up capture | 131.80% | Down capture | 321.02% |
Relative Value shows 2.08 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.99% | Ulcer Index | 25.18 |
| MTD | −8.99% | QTD | −30.79% |
| YTD | −5.52% | Window (ann., 3.0y) | −9.78% |
| Skewness | −0.25 | Excess Kurtosis | 10.72 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.00 |
| Gain/Pain | 0.01 | Hit Rate | 51.87% |
| Win/Loss | 0.92 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.78% | -8.30% | -5.40% | -7.64% |
| CVaR (ES) | -7.47% | -12.82% | -6.77% | -8.76% |
| VaR (Cornish-Fisher) | — | — | -4.92% | -16.42% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.99% | 2026-05-27 | 2026-08-06 | ongoing | 46 | — |
| -42.66% | 2025-07-23 | 2026-04-07 | 2026-05-11 | 177 | 24 |
| -41.84% | 2024-07-31 | 2025-04-08 | 2025-06-30 | 172 | 56 |
| -38.64% | 2023-08-21 | 2023-10-30 | 2024-05-15 | 49 | 136 |
| -11.03% | 2024-06-12 | 2024-07-01 | 2024-07-16 | 12 | 10 |
| -10.83% | 2026-05-11 | 2026-05-19 | 2026-05-26 | 6 | 4 |
| -6.95% | 2025-07-03 | 2025-07-15 | 2025-07-23 | 7 | 6 |
| -5.00% | 2024-05-15 | 2024-05-21 | 2024-05-31 | 4 | 7 |
| -4.77% | 2024-07-16 | 2024-07-18 | 2024-07-29 | 2 | 7 |
| -3.81% | 2024-06-05 | 2024-06-10 | 2024-06-12 | 3 | 2 |
Worst depth first · lengths in trading days.