$42.09
+0.43 (+1.03%)
USD · as of 2026-08-21 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 101.44% | Sharpe | 0.04 |
| Sortino | 0.06 |
| Beta | 5.42 | Correlation | 0.73 |
| Up capture | 191.85% | Down capture | 935.60% |
Relative Value shows 4.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −78.84% | Ulcer Index | 55.16 |
| MTD | 8.40% | QTD | −19.57% |
| YTD | −41.35% | Window return | −36.77% |
| Skewness | 0.58 | Excess Kurtosis | 1.24 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.21 |
| Gain/Pain | 0.01 | Hit Rate | 48.59% |
| Win/Loss | 1.06 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.04% | -13.22% | -10.50% | -14.85% |
| CVaR (ES) | -11.62% | -14.48% | -13.17% | -17.02% |
| VaR (Cornish-Fisher) | — | — | -9.25% | -13.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -78.84% | 2025-10-14 | 2026-07-29 | ongoing | 194 | — |
| -22.52% | 2025-09-23 | 2025-09-26 | 2025-10-10 | 3 | 10 |
| -10.63% | 2025-08-28 | 2025-09-04 | 2025-09-11 | 4 | 5 |
| -1.49% | 2025-08-26 | 2025-08-27 | 2025-08-28 | 1 | 1 |
| -0.56% | 2025-09-16 | 2025-09-17 | 2025-09-18 | 1 | 1 |
Worst depth first · lengths in trading days.