$90.07
-2.06 (-2.24%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 63.29% | Sharpe | 0.85 |
| Sortino | 1.34 |
| Beta | 3.56 | Correlation | 0.54 |
| Up capture | 238.43% | Down capture | 101.02% |
Relative Value shows 2.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.80% | Ulcer Index | 38.74 |
| MTD | −0.14% | QTD | −35.49% |
| YTD | 144.09% | Window (ann., 3.0y) | 40.36% |
| Skewness | 0.52 | Excess Kurtosis | 6.84 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.25 |
| Gain/Pain | 0.17 | Hit Rate | 50.00% |
| Win/Loss | 1.16 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.55% | -8.92% | -6.34% | -9.06% |
| CVaR (ES) | -8.03% | -13.21% | -8.01% | -10.41% |
| VaR (Cornish-Fisher) | — | — | -5.19% | -13.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.80% | 2023-12-27 | 2025-04-08 | 2026-01-21 | 320 | 197 |
| -41.90% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -24.17% | 2026-01-22 | 2026-03-30 | 2026-04-08 | 46 | 6 |
| -23.39% | 2026-05-11 | 2026-06-05 | 2026-06-18 | 18 | 6 |
| -16.31% | 2023-09-12 | 2023-10-26 | 2023-11-07 | 32 | 8 |
| -8.17% | 2023-11-29 | 2023-12-06 | 2023-12-14 | 5 | 6 |
| -4.72% | 2026-04-17 | 2026-04-22 | 2026-04-24 | 3 | 2 |
| -4.09% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -3.85% | 2026-05-01 | 2026-05-04 | 2026-05-05 | 1 | 1 |
| -3.00% | 2026-05-06 | 2026-05-07 | 2026-05-08 | 1 | 1 |
Worst depth first · lengths in trading days.