$25.24
+0.33 (+1.32%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 71.60% | Sharpe | 0.99 |
| Sortino | 1.87 |
| Beta | 0.33 | Correlation | 0.08 |
| Up capture | 153.86% | Down capture | −159.43% |
Relative Value shows 0.66 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.97% | Ulcer Index | 22.56 |
| MTD | 0.08% | QTD | 6.09% |
| YTD | −6.52% | Window (ann., 3.0y) | 61.03% |
| Skewness | 4.30 | Excess Kurtosis | 52.93 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.22 |
| Gain/Pain | 0.23 | Hit Rate | 52.33% |
| Win/Loss | 1.11 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.16% | -9.28% | -7.14% | -10.21% |
| CVaR (ES) | -7.49% | -11.42% | -9.02% | -11.74% |
| VaR (Cornish-Fisher) | — | — | 4.76% | -20.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.97% | 2025-03-25 | 2026-02-18 | ongoing | 226 | — |
| -37.31% | 2024-08-06 | 2024-12-18 | 2025-02-28 | 94 | 47 |
| -26.65% | 2024-05-07 | 2024-06-17 | 2024-07-22 | 28 | 23 |
| -20.23% | 2023-12-28 | 2024-01-12 | 2024-01-26 | 10 | 9 |
| -19.25% | 2023-10-09 | 2023-10-27 | 2023-10-31 | 14 | 2 |
| -16.34% | 2024-02-27 | 2024-03-06 | 2024-03-12 | 6 | 4 |
| -13.39% | 2023-10-31 | 2023-11-02 | 2023-11-07 | 2 | 3 |
| -10.42% | 2024-03-13 | 2024-03-19 | 2024-04-01 | 4 | 8 |
| -9.52% | 2024-07-26 | 2024-08-05 | 2024-08-06 | 6 | 1 |
| -9.26% | 2024-04-12 | 2024-04-18 | 2024-04-30 | 4 | 8 |
Worst depth first · lengths in trading days.