$25.93
+0.02 (+0.08%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 73.55% | Sharpe | 0.80 |
| Sortino | 1.35 |
| Beta | 0.60 | Correlation | 0.12 |
| Up capture | 114.67% | Down capture | −137.45% |
Relative Value shows 0.44 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.45% | Ulcer Index | 25.19 |
| MTD | −12.93% | QTD | −13.10% |
| YTD | 7.02% | Window (ann., 3.0y) | 39.35% |
| Skewness | 2.20 | Excess Kurtosis | 26.56 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.31 |
| Gain/Pain | 0.20 | Hit Rate | 48.47% |
| Win/Loss | 1.24 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.86% | -12.00% | -7.39% | -10.54% |
| CVaR (ES) | -9.34% | -18.13% | -9.32% | -12.11% |
| VaR (Cornish-Fisher) | — | — | -1.58% | -23.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.45% | 2024-05-09 | 2024-08-06 | 2025-08-04 | 60 | 248 |
| -47.37% | 2025-09-17 | 2026-03-20 | ongoing | 127 | — |
| -39.15% | 2023-11-24 | 2024-02-20 | 2024-03-25 | 58 | 24 |
| -26.49% | 2023-11-08 | 2023-11-13 | 2023-11-14 | 3 | 1 |
| -22.74% | 2023-09-14 | 2023-09-25 | 2023-10-24 | 7 | 21 |
| -19.54% | 2024-04-26 | 2024-04-29 | 2024-05-07 | 1 | 6 |
| -15.88% | 2023-10-24 | 2023-11-02 | 2023-11-07 | 7 | 3 |
| -11.24% | 2023-09-07 | 2023-09-11 | 2023-09-13 | 2 | 2 |
| -10.92% | 2024-03-27 | 2024-03-28 | 2024-04-05 | 1 | 5 |
| -10.61% | 2024-04-09 | 2024-04-18 | 2024-04-24 | 7 | 4 |
Worst depth first · lengths in trading days.