$35.77
-0.47 (-1.30%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.80% | Sharpe | −0.16 |
| Sortino | −0.22 |
| Beta | 0.65 | Correlation | 0.26 |
| Up capture | 36.48% | Down capture | 252.20% |
Relative Value shows 0.82 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.23% | Ulcer Index | 43.73 |
| MTD | −7.26% | QTD | −13.10% |
| YTD | 11.85% | Window (ann., 3.0y) | −16.59% |
| Skewness | −1.02 | Excess Kurtosis | 11.31 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.10 |
| Gain/Pain | −0.03 | Hit Rate | 50.67% |
| Win/Loss | 0.94 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.81% | -7.74% | -4.78% | -6.74% |
| CVaR (ES) | -6.99% | -14.63% | -5.98% | -7.72% |
| VaR (Cornish-Fisher) | — | — | -4.90% | -15.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.23% | 2024-03-13 | 2025-08-01 | ongoing | 347 | — |
| -10.38% | 2023-08-31 | 2023-10-12 | 2023-11-14 | 29 | 23 |
| -7.36% | 2023-11-15 | 2023-11-21 | 2023-12-07 | 4 | 11 |
| -4.31% | 2023-12-21 | 2024-01-03 | 2024-01-26 | 7 | 16 |
| -2.83% | 2024-02-22 | 2024-03-01 | 2024-03-06 | 6 | 3 |
| -2.35% | 2024-01-30 | 2024-01-31 | 2024-02-07 | 1 | 5 |
| -2.15% | 2023-08-21 | 2023-08-25 | 2023-08-29 | 4 | 2 |
| -1.72% | 2024-02-12 | 2024-02-13 | 2024-02-21 | 1 | 5 |
| -1.49% | 2023-12-07 | 2023-12-12 | 2023-12-13 | 3 | 1 |
| -0.91% | 2023-12-14 | 2023-12-15 | 2023-12-19 | 1 | 2 |
Worst depth first · lengths in trading days.