$102.61
+3.04 (+3.05%)
USD · as of 2026-08-21 · marketstack
From 247 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 47.01% | Sharpe | −2.04 |
| Sortino | −2.44 |
| Beta | 0.51 | Correlation | 0.15 |
| Up capture | −230.73% | Down capture | 502.48% |
Relative Value shows 1.16 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −70.06% | Ulcer Index | 51.28 |
| MTD | −1.78% | QTD | 0.43% |
| YTD | −52.28% | Window return | −65.16% |
| Skewness | −1.12 | Excess Kurtosis | 4.62 |
| Omega (θ=0) | 0.68 | Tail Ratio | 0.86 |
| Gain/Pain | −0.32 | Hit Rate | 47.37% |
| Win/Loss | 0.76 | Upside Potential | 0.33 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.78% | -11.47% | -5.25% | -7.27% |
| CVaR (ES) | -8.26% | -13.18% | -6.49% | -8.27% |
| VaR (Cornish-Fisher) | — | — | -5.85% | -11.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -70.06% | 2025-08-28 | 2026-05-15 | ongoing | 177 | — |
Worst depth first · lengths in trading days.