$195.90
+2.22 (+1.15%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.46% | Sharpe | −0.21 |
| Sortino | −0.29 |
| Beta | 1.27 | Correlation | 0.38 |
| Up capture | 73.11% | Down capture | 326.08% |
Relative Value shows 0.94 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −77.21% | Ulcer Index | 39.71 |
| MTD | 29.72% | QTD | 51.13% |
| YTD | −22.35% | Window (ann., 3.0y) | −16.14% |
| Skewness | −1.12 | Excess Kurtosis | 30.18 |
| Omega (θ=0) | 0.96 | Tail Ratio | 0.80 |
| Gain/Pain | −0.04 | Hit Rate | 52.40% |
| Win/Loss | 0.87 | Upside Potential | 0.39 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.59% | -6.46% | -4.33% | -6.11% |
| CVaR (ES) | -6.22% | -11.59% | -5.42% | -7.00% |
| VaR (Cornish-Fisher) | — | — | -3.51% | -25.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -77.21% | 2024-11-13 | 2026-06-22 | ongoing | 396 | — |
| -14.60% | 2024-03-21 | 2024-04-30 | 2024-07-30 | 27 | 62 |
| -9.72% | 2023-10-11 | 2023-10-27 | 2023-11-03 | 12 | 5 |
| -8.73% | 2023-12-13 | 2024-01-05 | 2024-01-22 | 15 | 10 |
| -8.72% | 2024-07-31 | 2024-08-05 | 2024-09-12 | 3 | 27 |
| -6.20% | 2024-02-02 | 2024-02-21 | 2024-03-01 | 12 | 7 |
| -5.59% | 2024-10-17 | 2024-10-31 | 2024-11-06 | 10 | 4 |
| -4.53% | 2023-09-25 | 2023-10-03 | 2023-10-11 | 6 | 6 |
| -2.95% | 2024-09-26 | 2024-10-01 | 2024-10-09 | 3 | 6 |
| -2.39% | 2024-03-01 | 2024-03-05 | 2024-03-12 | 2 | 5 |
Worst depth first · lengths in trading days.