$38.09
+0.32 (+0.85%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.07% | Sharpe | 0.69 |
| Sortino | 0.97 |
| Beta | 2.70 | Correlation | 0.56 |
| Up capture | 186.44% | Down capture | 233.11% |
Relative Value shows 1.42 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −65.43% | Ulcer Index | 31.52 |
| MTD | 2.72% | QTD | 0.29% |
| YTD | −7.95% | Window (ann., 3.0y) | 23.44% |
| Skewness | −0.75 | Excess Kurtosis | 18.91 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.09 |
| Gain/Pain | 0.15 | Hit Rate | 51.07% |
| Win/Loss | 1.07 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.69% | -6.76% | -4.75% | -6.77% |
| CVaR (ES) | -6.67% | -13.70% | -5.99% | -7.77% |
| VaR (Cornish-Fisher) | — | — | -4.22% | -20.89% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.43% | 2024-08-19 | 2025-04-08 | ongoing | 159 | — |
| -25.87% | 2023-08-31 | 2023-10-31 | 2023-11-07 | 42 | 5 |
| -16.55% | 2024-02-12 | 2024-03-18 | 2024-05-20 | 24 | 44 |
| -11.55% | 2024-07-16 | 2024-08-07 | 2024-08-19 | 16 | 8 |
| -8.20% | 2023-12-26 | 2024-01-04 | 2024-01-25 | 6 | 14 |
| -5.58% | 2024-06-17 | 2024-06-20 | 2024-07-02 | 2 | 8 |
| -4.48% | 2024-05-30 | 2024-06-03 | 2024-06-05 | 2 | 2 |
| -3.69% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -3.59% | 2024-06-05 | 2024-06-11 | 2024-06-12 | 4 | 1 |
| -3.36% | 2024-01-29 | 2024-01-31 | 2024-02-05 | 2 | 3 |
Worst depth first · lengths in trading days.