$314.00
+3.47 (+1.12%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.00% | Sharpe | 1.29 |
| Sortino | 1.95 |
| Beta | 2.03 | Correlation | 0.51 |
| Up capture | 239.88% | Down capture | 66.70% |
Relative Value shows 1.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.10% | Ulcer Index | 18.89 |
| MTD | 7.16% | QTD | −27.54% |
| YTD | 83.78% | Window (ann., 3.0y) | 68.98% |
| Skewness | 0.17 | Excess Kurtosis | 3.36 |
| Omega (θ=0) | 1.26 | Tail Ratio | 1.05 |
| Gain/Pain | 0.26 | Hit Rate | 54.13% |
| Win/Loss | 1.06 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.07% | -9.38% | -5.02% | -7.21% |
| CVaR (ES) | -7.30% | -10.20% | -6.37% | -8.30% |
| VaR (Cornish-Fisher) | — | — | -4.64% | -9.29% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.10% | 2024-07-10 | 2025-04-04 | 2025-09-11 | 185 | 109 |
| -41.76% | 2026-06-30 | 2026-07-29 | ongoing | 20 | — |
| -20.01% | 2026-02-25 | 2026-03-06 | 2026-04-09 | 7 | 23 |
| -16.70% | 2023-08-31 | 2023-10-25 | 2023-11-16 | 38 | 16 |
| -16.10% | 2025-11-10 | 2025-11-20 | 2025-12-10 | 8 | 13 |
| -15.47% | 2026-01-29 | 2026-02-04 | 2026-02-25 | 4 | 14 |
| -12.53% | 2024-03-07 | 2024-04-22 | 2024-06-10 | 31 | 34 |
| -11.92% | 2025-10-06 | 2025-10-10 | 2025-10-24 | 4 | 10 |
| -11.76% | 2026-06-03 | 2026-06-05 | 2026-06-11 | 2 | 2 |
| -9.33% | 2026-06-22 | 2026-06-23 | 2026-06-29 | 1 | 4 |
Worst depth first · lengths in trading days.