$80.86
-7.79 (-8.79%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 104.63% | Sharpe | 1.13 |
| Sortino | 1.79 |
| Beta | 4.76 | Correlation | 0.58 |
| Up capture | 509.66% | Down capture | 370.62% |
Relative Value shows 4.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −65.08% | Ulcer Index | 34.16 |
| MTD | −24.87% | QTD | −29.96% |
| YTD | 76.01% | Window (ann., 3.0y) | 89.22% |
| Skewness | 0.40 | Excess Kurtosis | 1.69 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.25 |
| Gain/Pain | 0.21 | Hit Rate | 50.27% |
| Win/Loss | 1.16 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.55% | -14.36% | -10.37% | -14.86% |
| CVaR (ES) | -12.75% | -18.40% | -13.13% | -17.10% |
| VaR (Cornish-Fisher) | — | — | -9.37% | -15.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.08% | 2023-12-27 | 2024-01-23 | 2024-07-15 | 17 | 119 |
| -64.81% | 2024-12-06 | 2025-04-21 | 2025-09-10 | 90 | 98 |
| -57.00% | 2024-07-16 | 2024-09-06 | 2024-11-11 | 37 | 46 |
| -39.26% | 2026-06-02 | 2026-08-18 | ongoing | 50 | — |
| -38.62% | 2025-11-03 | 2025-11-20 | 2026-01-05 | 13 | 29 |
| -36.65% | 2023-08-29 | 2023-12-12 | 2023-12-22 | 73 | 8 |
| -33.87% | 2026-01-28 | 2026-03-30 | 2026-04-10 | 42 | 8 |
| -27.95% | 2025-10-15 | 2025-10-22 | 2025-11-03 | 5 | 8 |
| -14.68% | 2026-05-14 | 2026-05-19 | 2026-05-26 | 3 | 4 |
| -12.44% | 2025-09-22 | 2025-09-26 | 2025-10-02 | 4 | 4 |
Worst depth first · lengths in trading days.