$51.13
+1.48 (+2.98%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.72% | Sharpe | 0.99 |
| Sortino | 1.46 |
| Beta | 0.58 | Correlation | 0.15 |
| Up capture | 129.37% | Down capture | −58.87% |
Relative Value shows 0.78 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.83% | Ulcer Index | 31.87 |
| MTD | 7.82% | QTD | 47.01% |
| YTD | 120.10% | Window (ann., 3.0y) | 39.82% |
| Skewness | −0.01 | Excess Kurtosis | 3.03 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.05 |
| Gain/Pain | 0.18 | Hit Rate | 52.33% |
| Win/Loss | 1.07 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.02% | -7.29% | -4.36% | -6.23% |
| CVaR (ES) | -6.04% | -9.52% | -5.51% | -7.17% |
| VaR (Cornish-Fisher) | — | — | -4.20% | -8.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.83% | 2024-05-30 | 2025-04-04 | 2026-05-18 | 212 | 280 |
| -27.26% | 2024-01-05 | 2024-02-20 | 2024-05-23 | 30 | 66 |
| -27.12% | 2026-05-20 | 2026-06-30 | 2026-08-17 | 25 | 33 |
| -15.14% | 2023-12-04 | 2023-12-11 | 2023-12-19 | 5 | 6 |
| -9.43% | 2023-09-25 | 2023-10-03 | 2023-10-09 | 6 | 4 |
| -8.79% | 2023-11-02 | 2023-11-09 | 2023-11-17 | 5 | 6 |
| -5.77% | 2023-12-22 | 2024-01-02 | 2024-01-04 | 5 | 2 |
| -5.64% | 2023-11-27 | 2023-11-29 | 2023-12-04 | 2 | 3 |
| -4.35% | 2023-10-26 | 2023-10-30 | 2023-10-31 | 2 | 1 |
| -3.71% | 2023-09-07 | 2023-09-15 | 2023-09-22 | 6 | 5 |
Worst depth first · lengths in trading days.