$966.78
-7.55 (-0.77%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 63.25% | Sharpe | 1.76 |
| Sortino | 2.80 |
| Beta | 3.32 | Correlation | 0.54 |
| Up capture | 441.82% | Down capture | 145.54% |
Relative Value shows 2.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.63% | Ulcer Index | 23.01 |
| MTD | 17.47% | QTD | −16.23% |
| YTD | 238.93% | Window (ann., 3.0y) | 148.32% |
| Skewness | 0.28 | Excess Kurtosis | 3.32 |
| Omega (θ=0) | 1.37 | Tail Ratio | 1.16 |
| Gain/Pain | 0.37 | Hit Rate | 54.27% |
| Win/Loss | 1.15 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.53% | -10.31% | -6.11% | -8.83% |
| CVaR (ES) | -8.53% | -13.10% | -7.78% | -10.18% |
| VaR (Cornish-Fisher) | — | — | -5.52% | -10.99% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.63% | 2024-06-18 | 2025-04-04 | 2025-09-12 | 199 | 110 |
| -39.10% | 2026-06-25 | 2026-07-29 | ongoing | 23 | — |
| -30.28% | 2026-03-18 | 2026-03-30 | 2026-04-14 | 8 | 10 |
| -20.50% | 2025-11-10 | 2025-11-20 | 2025-12-10 | 8 | 13 |
| -19.97% | 2026-06-03 | 2026-06-05 | 2026-06-18 | 2 | 6 |
| -16.59% | 2024-04-03 | 2024-04-19 | 2024-05-20 | 12 | 21 |
| -15.42% | 2026-02-02 | 2026-03-06 | 2026-03-16 | 23 | 6 |
| -15.19% | 2026-05-13 | 2026-05-18 | 2026-05-26 | 3 | 5 |
| -14.48% | 2025-12-10 | 2025-12-17 | 2025-12-19 | 5 | 2 |
| -13.44% | 2026-06-22 | 2026-06-24 | 2026-06-25 | 2 | 1 |
Worst depth first · lengths in trading days.