$186.26
+10.13 (+5.75%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 85.28% | Sharpe | 0.98 |
| Sortino | 1.56 |
| Beta | 1.83 | Correlation | 0.25 |
| Up capture | 261.35% | Down capture | −68.09% |
Relative Value shows 1.35 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.27% | Ulcer Index | 33.52 |
| MTD | 5.27% | QTD | 10.95% |
| YTD | −23.27% | Window (ann., 3.0y) | 60.92% |
| Skewness | 0.53 | Excess Kurtosis | 4.49 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.27 |
| Gain/Pain | 0.19 | Hit Rate | 49.34% |
| Win/Loss | 1.21 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.40% | -11.72% | -8.50% | -12.16% |
| CVaR (ES) | -10.86% | -16.84% | -10.75% | -13.99% |
| VaR (Cornish-Fisher) | — | — | -7.18% | -15.16% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.27% | 2025-10-15 | 2026-07-16 | ongoing | 185 | — |
| -54.15% | 2025-02-12 | 2025-04-04 | 2025-05-27 | 36 | 35 |
| -41.07% | 2023-09-25 | 2024-09-06 | 2024-10-02 | 240 | 18 |
| -39.19% | 2024-11-01 | 2024-12-31 | 2025-02-10 | 40 | 26 |
| -33.19% | 2025-07-18 | 2025-08-19 | 2025-09-18 | 22 | 21 |
| -17.72% | 2024-10-04 | 2024-10-10 | 2024-10-16 | 4 | 4 |
| -13.45% | 2024-10-18 | 2024-10-24 | 2024-10-29 | 4 | 3 |
| -12.28% | 2025-06-23 | 2025-06-27 | 2025-07-10 | 4 | 8 |
| -9.87% | 2025-09-22 | 2025-09-24 | 2025-09-25 | 2 | 1 |
| -4.29% | 2023-09-15 | 2023-09-19 | 2023-09-22 | 2 | 3 |
Worst depth first · lengths in trading days.