$57.17
+0.99 (+1.76%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.57% | Sharpe | 1.08 |
| Sortino | 1.66 |
| Beta | 1.38 | Correlation | 0.32 |
| Up capture | 253.57% | Down capture | 183.09% |
Relative Value shows 1.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.43% | Ulcer Index | 23.94 |
| MTD | 22.68% | QTD | 14.66% |
| YTD | −24.69% | Window (ann., 3.0y) | 55.39% |
| Skewness | 0.32 | Excess Kurtosis | 2.14 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.09 |
| Gain/Pain | 0.21 | Hit Rate | 52.00% |
| Win/Loss | 1.08 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.54% | -8.50% | -5.52% | -7.91% |
| CVaR (ES) | -7.44% | -10.02% | -6.98% | -9.09% |
| VaR (Cornish-Fisher) | — | — | -5.05% | -8.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.43% | 2026-01-16 | 2026-07-29 | ongoing | 129 | — |
| -36.31% | 2025-10-08 | 2025-11-20 | 2026-01-09 | 31 | 33 |
| -30.75% | 2025-01-21 | 2025-02-24 | 2025-05-02 | 23 | 48 |
| -19.99% | 2023-12-13 | 2024-01-31 | 2024-05-20 | 32 | 76 |
| -13.42% | 2024-07-26 | 2024-08-12 | 2024-08-23 | 11 | 9 |
| -12.08% | 2024-11-13 | 2024-11-18 | 2024-12-04 | 3 | 11 |
| -11.73% | 2024-10-16 | 2024-10-31 | 2024-11-08 | 11 | 6 |
| -11.47% | 2023-09-01 | 2023-09-22 | 2023-10-09 | 14 | 11 |
| -9.83% | 2024-12-16 | 2024-12-18 | 2025-01-06 | 2 | 11 |
| -9.45% | 2024-05-28 | 2024-07-01 | 2024-07-16 | 23 | 10 |
Worst depth first · lengths in trading days.