$49.83
-0.27 (-0.54%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 63.47% | Sharpe | 0.88 |
| Sortino | 1.42 |
| Beta | −1.16 | Correlation | −0.25 |
| Up capture | 99.64% | Down capture | −240.74% |
Relative Value shows 0.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −53.25% | Ulcer Index | 21.18 |
| MTD | 6.02% | QTD | 12.94% |
| YTD | 26.18% | Window (ann., 3.0y) | 42.40% |
| Skewness | 0.85 | Excess Kurtosis | 10.37 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.26 |
| Gain/Pain | 0.19 | Hit Rate | 45.99% |
| Win/Loss | 1.23 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.82% | -8.34% | -6.36% | -9.08% |
| CVaR (ES) | -7.68% | -13.67% | -8.03% | -10.44% |
| VaR (Cornish-Fisher) | — | — | -4.49% | -15.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -53.25% | 2026-04-22 | 2026-05-07 | ongoing | 11 | — |
| -33.80% | 2025-09-26 | 2025-11-24 | 2026-03-09 | 41 | 70 |
| -33.67% | 2025-04-02 | 2025-04-11 | 2025-08-25 | 7 | 92 |
| -32.99% | 2023-08-24 | 2023-11-15 | 2024-05-08 | 58 | 119 |
| -22.92% | 2025-01-23 | 2025-03-06 | 2025-03-17 | 29 | 7 |
| -18.82% | 2024-09-09 | 2024-10-29 | 2024-11-06 | 36 | 6 |
| -17.52% | 2026-03-27 | 2026-04-01 | 2026-04-16 | 3 | 8 |
| -17.19% | 2024-12-12 | 2024-12-20 | 2025-01-02 | 6 | 7 |
| -14.74% | 2024-11-18 | 2024-11-29 | 2024-12-03 | 8 | 2 |
| -14.15% | 2024-05-09 | 2024-07-11 | 2024-08-15 | 42 | 25 |
Worst depth first · lengths in trading days.