$48.34
-0.39 (-0.80%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 66.71% | Sharpe | 0.03 |
| Sortino | 0.04 |
| Beta | 0.89 | Correlation | 0.19 |
| Up capture | 55.19% | Down capture | 179.53% |
Relative Value shows 1.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −65.44% | Ulcer Index | 39.99 |
| MTD | 4.93% | QTD | −16.02% |
| YTD | −7.62% | Window (ann., 3.0y) | −18.27% |
| Skewness | 0.39 | Excess Kurtosis | 6.67 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.00 |
| Gain/Pain | 0.00 | Hit Rate | 47.99% |
| Win/Loss | 1.09 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.58% | -10.46% | -6.91% | -9.77% |
| CVaR (ES) | -9.07% | -14.57% | -8.66% | -11.19% |
| VaR (Cornish-Fisher) | — | — | -5.86% | -14.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.44% | 2024-03-27 | 2025-04-08 | ongoing | 258 | — |
| -43.16% | 2023-08-23 | 2023-11-10 | 2024-01-09 | 56 | 39 |
| -14.45% | 2024-02-12 | 2024-03-06 | 2024-03-19 | 16 | 9 |
| -8.41% | 2024-01-09 | 2024-01-18 | 2024-01-30 | 6 | 8 |
| -6.32% | 2024-02-01 | 2024-02-06 | 2024-02-08 | 3 | 2 |
| -3.19% | 2024-03-25 | 2024-03-26 | 2024-03-27 | 1 | 1 |
| -2.73% | 2024-03-19 | 2024-03-21 | 2024-03-22 | 2 | 1 |
Worst depth first · lengths in trading days.