$60.20
+1.33 (+2.26%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 79.75% | Sharpe | 0.64 |
| Sortino | 0.94 |
| Beta | 1.71 | Correlation | 0.27 |
| Up capture | 122.44% | Down capture | −105.69% |
Relative Value shows 1.79 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.09% | Ulcer Index | 37.05 |
| MTD | −20.02% | QTD | −46.38% |
| YTD | 226.64% | Window (ann., 3.0y) | 20.71% |
| Skewness | 0.09 | Excess Kurtosis | 8.85 |
| Omega (θ=0) | 1.13 | Tail Ratio | 0.93 |
| Gain/Pain | 0.13 | Hit Rate | 51.20% |
| Win/Loss | 1.06 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.60% | -11.38% | -8.06% | -11.48% |
| CVaR (ES) | -11.34% | -19.47% | -10.16% | -13.19% |
| VaR (Cornish-Fisher) | — | — | -7.04% | -21.55% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.09% | 2024-02-15 | 2025-08-05 | 2026-02-11 | 367 | 131 |
| -47.57% | 2026-06-30 | 2026-08-20 | ongoing | 36 | — |
| -39.73% | 2023-09-01 | 2023-11-09 | 2024-01-22 | 48 | 48 |
| -25.31% | 2026-02-24 | 2026-03-06 | 2026-04-09 | 8 | 21 |
| -18.25% | 2026-05-11 | 2026-06-05 | 2026-06-11 | 17 | 2 |
| -10.27% | 2026-06-22 | 2026-06-24 | 2026-06-29 | 2 | 3 |
| -10.15% | 2026-04-24 | 2026-04-29 | 2026-05-06 | 3 | 5 |
| -7.69% | 2026-02-11 | 2026-02-12 | 2026-02-18 | 1 | 3 |
| -5.24% | 2024-01-23 | 2024-01-31 | 2024-02-07 | 6 | 5 |
| -4.21% | 2024-02-12 | 2024-02-13 | 2024-02-14 | 1 | 1 |
Worst depth first · lengths in trading days.