$32.32
+3.29 (+11.33%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.76% | Sharpe | 0.64 |
| Sortino | 0.96 |
| Beta | 0.92 | Correlation | 0.17 |
| Up capture | 215.97% | Down capture | 269.47% |
| Max Drawdown | −57.83% | Ulcer Index | 29.20 |
| MTD | 15.43% | QTD | 35.51% |
| YTD | −16.92% | Window (ann., 3.0y) | 22.59% |
| Skewness | 0.34 | Excess Kurtosis | 13.32 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.19 |
| Gain/Pain | 0.13 | Hit Rate | 49.93% |
| Win/Loss | 1.12 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.71% | -9.57% | -6.14% | -8.75% |
| CVaR (ES) | -8.23% | -15.78% | -7.74% | -10.05% |
| VaR (Cornish-Fisher) | — | — | -4.73% | -19.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.83% | 2026-01-26 | 2026-05-13 | ongoing | 75 | — |
| -57.74% | 2024-10-31 | 2025-08-01 | 2025-11-10 | 186 | 70 |
| -38.84% | 2023-08-31 | 2023-10-12 | 2023-11-20 | 29 | 27 |
| -31.23% | 2024-02-16 | 2024-07-05 | 2024-08-07 | 95 | 23 |
| -14.58% | 2023-12-28 | 2024-01-19 | 2024-01-29 | 14 | 6 |
| -11.47% | 2024-09-20 | 2024-09-27 | 2024-10-14 | 5 | 11 |
| -8.44% | 2024-10-14 | 2024-10-25 | 2024-10-30 | 9 | 3 |
| -6.89% | 2025-12-22 | 2026-01-02 | 2026-01-22 | 7 | 13 |
| -6.64% | 2024-01-29 | 2024-02-13 | 2024-02-15 | 11 | 2 |
| -4.96% | 2025-11-28 | 2025-12-11 | 2025-12-22 | 9 | 7 |
Worst depth first · lengths in trading days.