$39.42
+3.40 (+9.44%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2021-12-01 — the price history has a 1329-day gap before it.
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 54.76% | Sharpe | 0.67 |
| Sortino | 0.98 |
| Beta | 1.38 | Correlation | 0.32 |
| Up capture | 235.51% | Down capture | 346.38% |
Relative Value shows −0.52 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −59.66% | Ulcer Index | 28.91 |
| MTD | 46.49% | QTD | 47.36% |
| YTD | 39.34% | Window (ann., 3.0y) | 24.29% |
| Skewness | −0.13 | Excess Kurtosis | 1.41 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.13 |
| Gain/Pain | 0.12 | Hit Rate | 50.27% |
| Win/Loss | 1.09 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.27% | -9.14% | -5.53% | -7.88% |
| CVaR (ES) | -7.55% | -11.28% | -6.97% | -9.05% |
| VaR (Cornish-Fisher) | — | — | -5.55% | -9.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -59.66% | 2024-05-20 | 2025-04-08 | 2025-10-15 | 221 | 131 |
| -45.93% | 2023-08-30 | 2023-11-13 | 2024-04-09 | 52 | 100 |
| -37.97% | 2026-01-29 | 2026-03-20 | 2026-08-21 | 35 | 103 |
| -17.67% | 2025-10-15 | 2025-11-04 | 2025-11-26 | 14 | 16 |
| -14.55% | 2024-04-09 | 2024-04-24 | 2024-05-09 | 11 | 11 |
| -5.41% | 2026-01-06 | 2026-01-07 | 2026-01-12 | 1 | 3 |
| -5.03% | 2025-12-01 | 2025-12-08 | 2025-12-11 | 5 | 3 |
| -4.87% | 2026-01-12 | 2026-01-16 | 2026-01-21 | 4 | 2 |
| -3.82% | 2025-12-11 | 2025-12-17 | 2025-12-19 | 4 | 2 |
| -3.29% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
Worst depth first · lengths in trading days.