$77.42
-1.18 (-1.50%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.67% | Sharpe | 1.02 |
| Sortino | 1.59 |
| Beta | 0.17 | Correlation | 0.05 |
| Up capture | 184.40% | Down capture | 33.39% |
Relative Value shows 0.59 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.07% | Ulcer Index | 24.84 |
| MTD | 23.54% | QTD | 54.13% |
| YTD | 109.53% | Window (ann., 3.0y) | 47.92% |
| Skewness | 0.66 | Excess Kurtosis | 6.87 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.17 |
| Gain/Pain | 0.20 | Hit Rate | 52.20% |
| Win/Loss | 1.08 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.43% | -7.50% | -5.14% | -7.36% |
| CVaR (ES) | -6.54% | -10.39% | -6.50% | -8.47% |
| VaR (Cornish-Fisher) | — | — | -4.06% | -10.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.07% | 2023-09-05 | 2025-04-14 | 2025-08-28 | 403 | 94 |
| -27.87% | 2026-04-29 | 2026-07-06 | 2026-08-03 | 43 | 20 |
| -16.88% | 2025-10-30 | 2025-10-31 | 2025-12-01 | 1 | 20 |
| -12.51% | 2026-02-24 | 2026-03-13 | 2026-04-27 | 13 | 30 |
| -12.20% | 2025-09-26 | 2025-10-10 | 2025-10-22 | 10 | 8 |
| -10.30% | 2026-08-17 | 2026-08-21 | ongoing | 4 | — |
| -7.42% | 2025-12-11 | 2025-12-16 | 2025-12-17 | 3 | 1 |
| -4.07% | 2025-09-11 | 2025-09-19 | 2025-09-23 | 6 | 2 |
| -3.80% | 2023-08-21 | 2023-08-24 | 2023-09-01 | 3 | 6 |
| -3.56% | 2026-01-27 | 2026-01-28 | 2026-01-30 | 1 | 2 |
Worst depth first · lengths in trading days.