$31.72
+0.97 (+3.15%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.74% | Sharpe | 0.81 |
| Sortino | 1.20 |
| Beta | 1.55 | Correlation | 0.38 |
| Up capture | 202.94% | Down capture | 222.11% |
Relative Value shows 1.99 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.76% | Ulcer Index | 20.03 |
| MTD | 18.31% | QTD | 17.09% |
| YTD | 35.02% | Window (ann., 3.0y) | 29.88% |
| Skewness | −0.07 | Excess Kurtosis | 6.25 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.28 |
| Gain/Pain | 0.16 | Hit Rate | 51.87% |
| Win/Loss | 1.05 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.75% | -7.32% | -4.59% | -6.56% |
| CVaR (ES) | -6.10% | -11.08% | -5.80% | -7.53% |
| VaR (Cornish-Fisher) | — | — | -4.29% | -10.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.76% | 2023-09-01 | 2024-10-31 | 2025-01-28 | 293 | 58 |
| -38.09% | 2025-02-18 | 2025-04-08 | 2025-05-14 | 35 | 25 |
| -35.79% | 2026-04-24 | 2026-07-02 | ongoing | 44 | — |
| -14.68% | 2025-09-11 | 2025-10-10 | 2025-10-29 | 21 | 13 |
| -13.75% | 2025-07-03 | 2025-08-04 | 2025-08-11 | 21 | 5 |
| -11.99% | 2026-02-25 | 2026-03-13 | 2026-04-09 | 12 | 18 |
| -10.48% | 2025-11-12 | 2025-11-20 | 2025-11-24 | 6 | 2 |
| -6.80% | 2026-01-23 | 2026-01-30 | 2026-02-06 | 5 | 5 |
| -6.71% | 2025-12-03 | 2025-12-05 | 2025-12-10 | 2 | 3 |
| -6.09% | 2025-05-14 | 2025-05-21 | 2025-05-27 | 5 | 3 |
Worst depth first · lengths in trading days.