$293.33
-5.51 (-1.84%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 64.70% | Sharpe | 0.82 |
| Sortino | 1.18 |
| Beta | 1.66 | Correlation | 0.35 |
| Up capture | 165.51% | Down capture | 60.01% |
Relative Value shows 1.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.82% | Ulcer Index | 29.72 |
| MTD | 13.44% | QTD | −22.49% |
| YTD | 85.82% | Window (ann., 3.0y) | 37.01% |
| Skewness | −0.27 | Excess Kurtosis | 6.95 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.05 |
| Gain/Pain | 0.16 | Hit Rate | 52.94% |
| Win/Loss | 1.03 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.90% | -11.22% | -6.49% | -9.27% |
| CVaR (ES) | -9.28% | -14.68% | -8.20% | -10.65% |
| VaR (Cornish-Fisher) | — | — | -6.22% | -16.59% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.82% | 2024-07-16 | 2025-05-09 | 2026-04-09 | 205 | 227 |
| -42.31% | 2026-06-30 | 2026-07-29 | ongoing | 20 | — |
| -22.29% | 2023-10-12 | 2023-10-25 | 2023-12-11 | 9 | 32 |
| -19.42% | 2026-04-24 | 2026-05-19 | 2026-06-12 | 17 | 14 |
| -13.84% | 2024-03-07 | 2024-04-19 | 2024-05-03 | 30 | 10 |
| -13.09% | 2023-12-14 | 2024-01-05 | 2024-01-19 | 14 | 9 |
| -12.14% | 2023-08-31 | 2023-09-21 | 2023-10-10 | 14 | 13 |
| -10.55% | 2024-05-15 | 2024-06-04 | 2024-07-09 | 13 | 23 |
| -9.20% | 2026-06-22 | 2026-06-23 | 2026-06-29 | 1 | 4 |
| -7.84% | 2024-02-16 | 2024-02-21 | 2024-02-29 | 2 | 6 |
Worst depth first · lengths in trading days.