$94.04
+3.30 (+3.64%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.70% | Sharpe | 0.35 |
| Sortino | 0.53 |
| Beta | 2.12 | Correlation | 0.53 |
| Up capture | 114.40% | Down capture | 181.07% |
Relative Value shows 1.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.08% | Ulcer Index | 28.95 |
| MTD | 14.24% | QTD | −14.07% |
| YTD | 90.60% | Window (ann., 3.0y) | 4.81% |
| Skewness | 0.61 | Excess Kurtosis | 6.83 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.07 |
| Gain/Pain | 0.07 | Hit Rate | 50.53% |
| Win/Loss | 1.04 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.90% | -9.11% | -5.49% | -7.79% |
| CVaR (ES) | -7.44% | -11.04% | -6.90% | -8.94% |
| VaR (Cornish-Fisher) | — | — | -4.42% | -11.22% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.08% | 2024-07-16 | 2025-04-16 | 2026-04-13 | 189 | 247 |
| -38.02% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -26.67% | 2023-09-01 | 2023-11-09 | 2024-07-12 | 48 | 167 |
| -19.22% | 2026-05-06 | 2026-05-19 | 2026-06-03 | 9 | 10 |
| -13.04% | 2026-06-03 | 2026-06-05 | 2026-06-18 | 2 | 6 |
| -7.40% | 2026-04-24 | 2026-04-28 | 2026-04-30 | 2 | 2 |
| -3.10% | 2023-08-23 | 2023-08-25 | 2023-09-01 | 2 | 5 |
| -0.84% | 2026-04-13 | 2026-04-14 | 2026-04-15 | 1 | 1 |
| -0.69% | 2024-07-12 | 2024-07-15 | 2024-07-16 | 1 | 1 |
Worst depth first · lengths in trading days.