$92.41
+0.59 (+0.64%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 62.43% | Sharpe | 0.22 |
| Sortino | 0.32 |
| Beta | 0.49 | Correlation | 0.11 |
| Up capture | 122.90% | Down capture | 265.61% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −82.22% | Ulcer Index | 52.84 |
| MTD | 7.87% | QTD | 10.00% |
| YTD | 70.18% | Window (ann., 3.0y) | −5.68% |
| Skewness | 0.02 | Excess Kurtosis | 2.27 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.05 |
| Gain/Pain | 0.04 | Hit Rate | 48.93% |
| Win/Loss | 1.08 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.10% | -9.10% | -6.41% | -9.09% |
| CVaR (ES) | -8.39% | -12.67% | -8.06% | -10.43% |
| VaR (Cornish-Fisher) | — | — | -6.21% | -11.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -82.22% | 2023-09-18 | 2025-05-21 | ongoing | 420 | — |
| -1.86% | 2023-08-21 | 2023-08-24 | 2023-08-28 | 3 | 2 |
| -1.32% | 2023-08-29 | 2023-08-31 | 2023-09-01 | 2 | 1 |
| -0.83% | 2023-09-05 | 2023-09-07 | 2023-09-08 | 2 | 1 |
| -0.02% | 2023-09-12 | 2023-09-13 | 2023-09-14 | 1 | 1 |
Worst depth first · lengths in trading days.