$131.41
+13.28 (+11.24%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.17% | Sharpe | 0.51 |
| Sortino | 0.77 |
| Beta | 1.94 | Correlation | 0.35 |
| Up capture | 195.99% | Down capture | 335.76% |
Relative Value shows 1.81 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.12% | Ulcer Index | 40.02 |
| MTD | 6.06% | QTD | −7.72% |
| YTD | 34.72% | Window (ann., 3.0y) | 12.73% |
| Skewness | 0.26 | Excess Kurtosis | 2.49 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.20 |
| Gain/Pain | 0.09 | Hit Rate | 48.53% |
| Win/Loss | 1.16 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.97% | -9.04% | -6.62% | -9.42% |
| CVaR (ES) | -8.33% | -12.95% | -8.34% | -10.81% |
| VaR (Cornish-Fisher) | — | — | -6.10% | -10.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.12% | 2024-08-22 | 2025-05-22 | ongoing | 187 | — |
| -47.06% | 2023-09-01 | 2023-10-27 | 2023-12-07 | 39 | 28 |
| -27.92% | 2024-01-30 | 2024-04-17 | 2024-05-15 | 54 | 20 |
| -25.29% | 2024-05-15 | 2024-07-02 | 2024-07-16 | 32 | 9 |
| -21.01% | 2024-07-26 | 2024-08-07 | 2024-08-22 | 8 | 11 |
| -9.57% | 2024-01-11 | 2024-01-18 | 2024-01-26 | 4 | 6 |
| -9.19% | 2023-12-14 | 2024-01-03 | 2024-01-11 | 12 | 6 |
| -6.05% | 2024-07-16 | 2024-07-18 | 2024-07-22 | 2 | 2 |
| -3.44% | 2024-07-23 | 2024-07-24 | 2024-07-25 | 1 | 1 |
| -1.87% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
Worst depth first · lengths in trading days.