$310.87
-7.13 (-2.24%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.38% | Sharpe | 0.81 |
| Sortino | 1.19 |
| Beta | 1.95 | Correlation | 0.49 |
| Up capture | 129.04% | Down capture | −15.18% |
Relative Value shows 1.30 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −50.29% | Ulcer Index | 18.66 |
| MTD | −6.71% | QTD | −37.88% |
| YTD | 42.27% | Window (ann., 3.0y) | 30.66% |
| Skewness | 0.19 | Excess Kurtosis | 9.96 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.01 |
| Gain/Pain | 0.16 | Hit Rate | 52.53% |
| Win/Loss | 1.04 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.68% | -6.75% | -4.76% | -6.79% |
| CVaR (ES) | -6.46% | -10.11% | -6.00% | -7.80% |
| VaR (Cornish-Fisher) | — | — | -4.00% | -13.29% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.29% | 2024-04-05 | 2024-09-06 | 2025-06-25 | 106 | 199 |
| -37.97% | 2026-06-29 | 2026-08-21 | ongoing | 38 | — |
| -21.71% | 2023-08-30 | 2023-10-27 | 2023-12-13 | 41 | 32 |
| -13.65% | 2025-11-05 | 2025-11-21 | 2026-01-07 | 12 | 30 |
| -13.26% | 2025-07-30 | 2025-09-15 | 2025-09-29 | 32 | 10 |
| -11.24% | 2026-05-28 | 2026-06-11 | 2026-06-22 | 8 | 5 |
| -11.01% | 2024-02-28 | 2024-03-14 | 2024-03-22 | 11 | 6 |
| -9.84% | 2023-12-19 | 2024-01-11 | 2024-02-02 | 15 | 15 |
| -8.78% | 2026-05-05 | 2026-05-07 | 2026-05-14 | 2 | 5 |
| -8.30% | 2026-02-20 | 2026-03-12 | 2026-03-24 | 14 | 8 |
Worst depth first · lengths in trading days.