$73.26
-1.17 (-1.57%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.23% | Sharpe | 0.07 |
| Sortino | 0.09 |
| Beta | 0.72 | Correlation | 0.20 |
| Up capture | 3.58% | Down capture | 42.90% |
Relative Value shows 0.96 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.07% | Ulcer Index | 28.92 |
| MTD | −13.87% | QTD | −37.56% |
| YTD | 2.32% | Window (ann., 3.0y) | −9.59% |
| Skewness | 0.73 | Excess Kurtosis | 24.56 |
| Omega (θ=0) | 1.01 | Tail Ratio | 0.95 |
| Gain/Pain | 0.01 | Hit Rate | 52.93% |
| Win/Loss | 0.90 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.53% | -8.39% | -5.40% | -7.64% |
| CVaR (ES) | -7.72% | -13.82% | -6.77% | -8.76% |
| VaR (Cornish-Fisher) | — | — | -3.05% | -24.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.07% | 2023-12-26 | 2025-04-08 | 2026-02-09 | 321 | 210 |
| -52.40% | 2026-02-13 | 2026-08-21 | ongoing | 127 | — |
| -22.75% | 2023-08-31 | 2023-10-30 | 2023-12-19 | 41 | 35 |
| -1.81% | 2023-12-19 | 2023-12-20 | 2023-12-22 | 1 | 2 |
| -1.69% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -0.59% | 2026-02-09 | 2026-02-10 | 2026-02-12 | 1 | 2 |
Worst depth first · lengths in trading days.