$101.48
+6.86 (+7.25%)
USD · as of 2026-08-19 · marketstack
From 746 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 102.41% | Sharpe | 0.96 |
| Sortino | 1.55 |
| Beta | 2.96 | Correlation | 0.30 |
| Up capture | 392.69% | Down capture | 205.06% |
| Max Drawdown | −87.57% | Ulcer Index | 57.30 |
| MTD | 23.68% | QTD | 7.10% |
| YTD | 28.46% | Window (ann., 3.0y) | 38.40% |
| Skewness | 2.66 | Excess Kurtosis | 120.64 |
| Omega (θ=0) | 1.29 | Tail Ratio | 1.22 |
| Gain/Pain | 0.29 | Hit Rate | 52.01% |
| Win/Loss | 1.15 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.77% | -10.78% | -10.22% | -14.62% |
| CVaR (ES) | -10.55% | -21.55% | -12.92% | -16.80% |
| VaR (Cornish-Fisher) | — | — | 11.21% | -166.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -87.57% | 2024-02-27 | 2025-05-14 | 2025-12-04 | 304 | 141 |
| -44.13% | 2026-05-06 | 2026-07-29 | ongoing | 53 | — |
| -37.56% | 2025-12-08 | 2026-03-27 | 2026-04-22 | 75 | 15 |
| -35.70% | 2023-09-01 | 2023-10-27 | 2023-12-04 | 39 | 25 |
| -14.35% | 2024-01-03 | 2024-01-18 | 2024-01-30 | 10 | 8 |
| -6.89% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -5.04% | 2026-04-27 | 2026-04-29 | 2026-05-06 | 2 | 5 |
| -4.93% | 2023-12-06 | 2023-12-12 | 2023-12-13 | 4 | 1 |
| -3.87% | 2024-01-30 | 2024-02-13 | 2024-02-27 | 10 | 9 |
| -3.69% | 2023-08-29 | 2023-08-30 | 2023-09-01 | 1 | 2 |
Worst depth first · lengths in trading days.