$32.90
-0.75 (-2.23%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.48% | Sharpe | 0.98 |
| Sortino | 1.54 |
| Beta | 0.44 | Correlation | 0.10 |
| Up capture | 175.89% | Down capture | 5.42% |
Relative Value shows 0.29 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.65% | Ulcer Index | 33.26 |
| MTD | 43.11% | QTD | 42.86% |
| YTD | 102.52% | Window (ann., 3.0y) | 50.07% |
| Skewness | 0.74 | Excess Kurtosis | 10.70 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.20 |
| Gain/Pain | 0.20 | Hit Rate | 50.67% |
| Win/Loss | 1.13 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.96% | -8.44% | -6.03% | -8.63% |
| CVaR (ES) | -7.64% | -13.57% | -7.62% | -9.92% |
| VaR (Cornish-Fisher) | — | — | -4.37% | -15.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.65% | 2024-10-17 | 2025-08-15 | 2026-08-07 | 206 | 240 |
| -37.16% | 2024-04-05 | 2024-06-25 | 2024-08-06 | 55 | 29 |
| -13.37% | 2023-09-14 | 2023-10-18 | 2023-11-13 | 24 | 18 |
| -11.76% | 2024-02-20 | 2024-02-29 | 2024-03-08 | 7 | 6 |
| -10.77% | 2024-01-10 | 2024-02-01 | 2024-02-16 | 15 | 11 |
| -8.97% | 2024-08-06 | 2024-08-09 | 2024-08-13 | 3 | 2 |
| -7.15% | 2024-08-30 | 2024-09-09 | 2024-09-13 | 5 | 4 |
| -6.57% | 2024-04-03 | 2024-04-04 | 2024-04-05 | 1 | 1 |
| -6.43% | 2024-09-24 | 2024-10-07 | 2024-10-11 | 9 | 4 |
| -6.17% | 2024-03-25 | 2024-03-26 | 2024-04-01 | 1 | 3 |
Worst depth first · lengths in trading days.