$35.07
+0.92 (+2.69%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 63.65% | Sharpe | 0.40 |
| Sortino | 0.57 |
| Beta | 2.27 | Correlation | 0.47 |
| Up capture | 163.86% | Down capture | 291.19% |
Relative Value shows 1.82 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.90% | Ulcer Index | 30.32 |
| MTD | −8.24% | QTD | 3.85% |
| YTD | 41.58% | Window (ann., 3.0y) | 5.16% |
| Skewness | −0.55 | Excess Kurtosis | 7.03 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.14 |
| Gain/Pain | 0.07 | Hit Rate | 48.67% |
| Win/Loss | 1.13 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.50% | -10.52% | -6.49% | -9.22% |
| CVaR (ES) | -9.02% | -16.83% | -8.17% | -10.58% |
| VaR (Cornish-Fisher) | — | — | -6.53% | -16.98% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.90% | 2024-12-11 | 2025-04-08 | ongoing | 79 | — |
| -37.25% | 2023-11-30 | 2024-07-02 | 2024-12-04 | 146 | 108 |
| -24.42% | 2023-08-31 | 2023-10-27 | 2023-11-29 | 40 | 22 |
| -10.71% | 2023-08-21 | 2023-08-25 | 2023-08-31 | 4 | 4 |
| -2.04% | 2024-12-04 | 2024-12-05 | 2024-12-06 | 1 | 1 |
Worst depth first · lengths in trading days.