$124.76
+5.61 (+4.71%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 56.73% | Sharpe | 0.24 |
| Sortino | 0.34 |
| Beta | 0.81 | Correlation | 0.23 |
| Up capture | 71.21% | Down capture | 155.55% |
Relative Value shows 0.94 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.78% | Ulcer Index | 33.77 |
| MTD | 23.76% | QTD | 25.32% |
| YTD | 59.44% | Window (ann., 3.0y) | −2.52% |
| Skewness | −0.43 | Excess Kurtosis | 4.97 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.01 |
| Gain/Pain | 0.04 | Hit Rate | 50.47% |
| Win/Loss | 1.02 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.23% | -10.15% | -5.82% | -8.26% |
| CVaR (ES) | -8.09% | -14.15% | -7.32% | -9.47% |
| VaR (Cornish-Fisher) | — | — | -5.89% | -13.30% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.78% | 2025-02-10 | 2025-08-05 | ongoing | 121 | — |
| -41.02% | 2023-08-31 | 2023-11-13 | 2025-01-06 | 51 | 287 |
| -9.11% | 2025-01-06 | 2025-01-14 | 2025-01-21 | 5 | 4 |
| -8.67% | 2025-01-21 | 2025-02-03 | 2025-02-07 | 9 | 4 |
| -1.67% | 2023-08-25 | 2023-08-29 | 2023-08-31 | 2 | 2 |
| -0.40% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
Worst depth first · lengths in trading days.