$58.16
+1.41 (+2.48%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.33% | Sharpe | −0.18 |
| Sortino | −0.28 |
| Beta | 2.06 | Correlation | 0.48 |
| Up capture | 92.68% | Down capture | 388.08% |
Relative Value shows 1.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −74.76% | Ulcer Index | 45.92 |
| MTD | 6.58% | QTD | −8.67% |
| YTD | 35.38% | Window (ann., 3.0y) | −20.48% |
| Skewness | 0.83 | Excess Kurtosis | 2.23 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.27 |
| Gain/Pain | −0.03 | Hit Rate | 44.07% |
| Win/Loss | 1.23 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.87% | -7.30% | -5.46% | -7.71% |
| CVaR (ES) | -6.22% | -8.13% | -6.84% | -8.82% |
| VaR (Cornish-Fisher) | — | — | -4.49% | -6.55% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -74.76% | 2023-12-27 | 2026-03-20 | ongoing | 558 | — |
| -32.15% | 2023-09-01 | 2023-10-25 | 2023-12-14 | 37 | 35 |
| -5.36% | 2023-12-14 | 2023-12-18 | 2023-12-26 | 2 | 5 |
| -2.10% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -0.84% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
Worst depth first · lengths in trading days.