$240.01
+0.15 (+0.06%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.31% | Sharpe | −0.20 |
| Sortino | −0.26 |
| Beta | 1.20 | Correlation | 0.34 |
| Up capture | 30.30% | Down capture | 271.01% |
Relative Value shows 1.17 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −79.23% | Ulcer Index | 39.99 |
| MTD | 1.12% | QTD | 31.51% |
| YTD | −40.19% | Window (ann., 3.0y) | −21.87% |
| Skewness | −0.41 | Excess Kurtosis | 5.53 |
| Omega (θ=0) | 0.96 | Tail Ratio | 0.80 |
| Gain/Pain | −0.04 | Hit Rate | 51.93% |
| Win/Loss | 0.89 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.80% | -10.22% | -5.56% | -7.85% |
| CVaR (ES) | -8.48% | -13.56% | -6.97% | -8.99% |
| VaR (Cornish-Fisher) | — | — | -5.57% | -13.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -79.23% | 2025-02-13 | 2026-06-25 | ongoing | 339 | — |
| -34.01% | 2024-04-11 | 2024-08-06 | 2024-11-12 | 80 | 69 |
| -25.50% | 2023-09-01 | 2023-10-26 | 2023-12-14 | 38 | 34 |
| -9.98% | 2023-12-28 | 2024-01-04 | 2024-01-22 | 4 | 11 |
| -8.88% | 2024-02-09 | 2024-02-21 | 2024-04-04 | 7 | 30 |
| -8.01% | 2024-12-04 | 2024-12-31 | 2025-01-27 | 18 | 16 |
| -4.71% | 2024-11-12 | 2024-11-18 | 2024-11-21 | 4 | 3 |
| -3.90% | 2025-01-28 | 2025-02-04 | 2025-02-10 | 5 | 4 |
| -3.39% | 2024-01-30 | 2024-02-05 | 2024-02-08 | 4 | 3 |
| -3.12% | 2024-11-22 | 2024-12-03 | 2024-12-04 | 6 | 1 |
Worst depth first · lengths in trading days.