$24.67
-0.33 (-1.32%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 76.64% | Sharpe | 1.13 |
| Sortino | 2.01 |
| Beta | 2.13 | Correlation | 0.31 |
| Up capture | 305.74% | Down capture | 92.40% |
Relative Value shows 1.46 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −50.08% | Ulcer Index | 22.45 |
| MTD | 4.80% | QTD | 4.89% |
| YTD | 43.18% | Window (ann., 3.0y) | 79.07% |
| Skewness | 1.85 | Excess Kurtosis | 12.13 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.36 |
| Gain/Pain | 0.24 | Hit Rate | 47.14% |
| Win/Loss | 1.33 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.06% | -9.96% | -7.60% | -10.89% |
| CVaR (ES) | -8.63% | -12.81% | -9.62% | -12.52% |
| VaR (Cornish-Fisher) | — | — | -3.56% | -11.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.08% | 2023-08-24 | 2024-03-11 | 2024-11-05 | 136 | 167 |
| -38.79% | 2025-03-17 | 2025-04-08 | 2025-05-08 | 16 | 21 |
| -36.45% | 2026-08-11 | 2026-08-21 | ongoing | 8 | — |
| -33.29% | 2025-06-11 | 2025-09-09 | 2025-10-06 | 61 | 19 |
| -28.16% | 2025-10-30 | 2025-11-20 | 2026-01-05 | 15 | 29 |
| -27.69% | 2024-12-26 | 2025-03-04 | 2025-03-17 | 44 | 9 |
| -22.62% | 2026-01-05 | 2026-04-07 | 2026-05-14 | 63 | 27 |
| -20.09% | 2026-07-21 | 2026-07-29 | 2026-08-04 | 6 | 4 |
| -17.32% | 2025-10-06 | 2025-10-17 | 2025-10-23 | 9 | 4 |
| -17.19% | 2024-12-04 | 2024-12-20 | 2024-12-26 | 12 | 3 |
Worst depth first · lengths in trading days.