$49.65
-0.21 (-0.42%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 86.98% | Sharpe | 0.96 |
| Sortino | 1.55 |
| Beta | 1.88 | Correlation | 0.28 |
| Up capture | 354.46% | Down capture | 265.35% |
Relative Value shows 1.65 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −73.16% | Ulcer Index | 38.71 |
| MTD | 13.51% | QTD | 57.12% |
| YTD | 26.40% | Window (ann., 3.0y) | 58.04% |
| Skewness | 0.87 | Excess Kurtosis | 6.26 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.26 |
| Gain/Pain | 0.19 | Hit Rate | 49.60% |
| Win/Loss | 1.20 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.98% | -11.64% | -8.68% | -12.42% |
| CVaR (ES) | -10.31% | -17.56% | -10.97% | -14.27% |
| VaR (Cornish-Fisher) | — | — | -6.56% | -15.37% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -73.16% | 2024-03-15 | 2025-04-10 | 2026-01-12 | 268 | 189 |
| -56.63% | 2023-09-11 | 2023-09-28 | 2023-12-27 | 13 | 62 |
| -39.13% | 2026-04-17 | 2026-06-05 | 2026-08-06 | 33 | 40 |
| -24.75% | 2024-02-16 | 2024-02-20 | 2024-02-22 | 1 | 2 |
| -23.85% | 2026-01-12 | 2026-02-23 | 2026-02-26 | 28 | 3 |
| -23.78% | 2024-03-04 | 2024-03-11 | 2024-03-15 | 5 | 4 |
| -15.21% | 2024-01-09 | 2024-01-19 | 2024-01-26 | 7 | 5 |
| -14.20% | 2026-02-26 | 2026-03-20 | 2026-04-16 | 16 | 16 |
| -13.27% | 2024-01-26 | 2024-01-31 | 2024-02-05 | 3 | 3 |
| -10.49% | 2023-08-22 | 2023-08-28 | 2023-09-01 | 4 | 4 |
Worst depth first · lengths in trading days.