$32.01
-0.02 (-0.06%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 70.70% | Sharpe | 0.32 |
| Sortino | 0.48 |
| Beta | −0.06 | Correlation | −0.01 |
| Up capture | 51.51% | Down capture | −35.18% |
Relative Value shows 0.05 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.51% | Ulcer Index | 44.14 |
| MTD | 12.55% | QTD | −33.34% |
| YTD | 12.75% | Window (ann., 3.0y) | −2.35% |
| Skewness | 0.52 | Excess Kurtosis | 2.47 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.13 |
| Gain/Pain | 0.06 | Hit Rate | 42.88% |
| Win/Loss | 1.17 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.75% | -10.38% | -7.24% | -10.27% |
| CVaR (ES) | -9.05% | -13.24% | -9.10% | -11.78% |
| VaR (Cornish-Fisher) | — | — | -6.33% | -10.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.51% | 2023-08-22 | 2025-07-29 | 2025-10-21 | 484 | 59 |
| -43.87% | 2026-06-29 | 2026-07-30 | ongoing | 22 | — |
| -40.52% | 2025-10-23 | 2025-12-22 | 2026-04-28 | 41 | 86 |
| -23.48% | 2026-04-28 | 2026-06-05 | 2026-06-23 | 27 | 9 |
| -5.56% | 2026-06-24 | 2026-06-25 | 2026-06-29 | 1 | 2 |
Worst depth first · lengths in trading days.