$45.72
+3.07 (+7.20%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.83% | Sharpe | 1.41 |
| Sortino | 2.07 |
| Beta | 0.31 | Correlation | 0.08 |
| Up capture | 215.47% | Down capture | −26.49% |
Relative Value shows 0.70 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.00% | Ulcer Index | 15.78 |
| MTD | 51.44% | QTD | 47.06% |
| YTD | 27.78% | Window (ann., 3.0y) | 74.22% |
| Skewness | −0.21 | Excess Kurtosis | 1.95 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.04 |
| Gain/Pain | 0.28 | Hit Rate | 54.19% |
| Win/Loss | 1.06 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.88% | -8.65% | -4.69% | -6.74% |
| CVaR (ES) | -7.04% | -9.82% | -5.95% | -7.76% |
| VaR (Cornish-Fisher) | — | — | -4.75% | -8.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.00% | 2026-01-28 | 2026-07-20 | ongoing | 115 | — |
| -28.14% | 2024-10-22 | 2025-02-21 | 2025-04-11 | 82 | 35 |
| -24.93% | 2023-12-01 | 2024-02-28 | 2024-03-26 | 59 | 19 |
| -19.19% | 2025-10-16 | 2025-11-04 | 2025-11-28 | 13 | 17 |
| -16.78% | 2023-09-18 | 2023-10-02 | 2023-10-20 | 10 | 14 |
| -14.71% | 2025-05-06 | 2025-05-14 | 2025-06-02 | 6 | 12 |
| -12.21% | 2024-08-19 | 2024-09-06 | 2024-09-25 | 13 | 13 |
| -11.80% | 2024-05-21 | 2024-06-17 | 2024-07-11 | 18 | 16 |
| -10.44% | 2024-09-26 | 2024-10-09 | 2024-10-18 | 9 | 7 |
| -9.47% | 2024-07-16 | 2024-08-07 | 2024-08-13 | 16 | 4 |
Worst depth first · lengths in trading days.