$81.39
+1.36 (+1.70%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.43% | Sharpe | 1.01 |
| Sortino | 1.84 |
| Beta | 0.93 | Correlation | 0.20 |
| Up capture | 199.73% | Down capture | −27.41% |
Relative Value shows 0.59 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −54.10% | Ulcer Index | 25.77 |
| MTD | 9.94% | QTD | 9.28% |
| YTD | 107.79% | Window (ann., 3.0y) | 54.13% |
| Skewness | 2.47 | Excess Kurtosis | 17.24 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.15 |
| Gain/Pain | 0.22 | Hit Rate | 49.60% |
| Win/Loss | 1.22 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.54% | -7.31% | -6.02% | -8.61% |
| CVaR (ES) | -6.47% | -9.97% | -7.61% | -9.90% |
| VaR (Cornish-Fisher) | — | — | -1.59% | -8.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -54.10% | 2024-12-13 | 2025-06-02 | 2026-06-11 | 114 | 256 |
| -31.83% | 2023-08-21 | 2023-11-09 | 2024-01-12 | 57 | 43 |
| -29.16% | 2024-04-02 | 2024-07-05 | 2024-08-22 | 65 | 34 |
| -10.86% | 2024-03-06 | 2024-03-18 | 2024-03-26 | 8 | 6 |
| -10.12% | 2024-09-19 | 2024-10-10 | 2024-10-22 | 15 | 8 |
| -9.01% | 2026-07-28 | 2026-08-17 | 2026-08-19 | 14 | 2 |
| -8.73% | 2026-07-01 | 2026-07-07 | 2026-07-28 | 3 | 15 |
| -8.11% | 2024-01-22 | 2024-01-24 | 2024-02-06 | 2 | 9 |
| -7.39% | 2024-11-11 | 2024-11-14 | 2024-12-02 | 3 | 11 |
| -6.72% | 2024-08-23 | 2024-09-06 | 2024-09-18 | 9 | 8 |
Worst depth first · lengths in trading days.