$38.42
+0.47 (+1.24%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 101.26% | Sharpe | 1.11 |
| Sortino | 1.92 |
| Beta | 4.27 | Correlation | 0.48 |
| Up capture | 406.32% | Down capture | −22.81% |
Relative Value shows 3.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.00% | Ulcer Index | 33.78 |
| MTD | −1.51% | QTD | −38.55% |
| YTD | 77.54% | Window (ann., 3.0y) | 87.14% |
| Skewness | 1.09 | Excess Kurtosis | 4.11 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.42 |
| Gain/Pain | 0.22 | Hit Rate | 47.73% |
| Win/Loss | 1.31 | Upside Potential | 0.68 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.06% | -11.44% | -10.05% | -14.39% |
| CVaR (ES) | -10.93% | -15.70% | -12.71% | -16.55% |
| VaR (Cornish-Fisher) | — | — | -7.40% | -12.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.00% | 2024-07-16 | 2024-09-06 | 2025-06-11 | 37 | 190 |
| -55.15% | 2025-10-27 | 2026-03-30 | 2026-05-26 | 105 | 37 |
| -49.94% | 2026-06-30 | 2026-07-29 | ongoing | 20 | — |
| -43.39% | 2023-12-27 | 2024-02-05 | 2024-04-01 | 26 | 38 |
| -38.03% | 2023-08-23 | 2023-10-25 | 2023-12-12 | 44 | 33 |
| -30.10% | 2024-04-03 | 2024-04-18 | 2024-05-09 | 11 | 15 |
| -28.29% | 2025-07-18 | 2025-08-01 | 2025-08-13 | 10 | 8 |
| -27.89% | 2024-05-20 | 2024-07-02 | 2024-07-12 | 29 | 7 |
| -22.82% | 2025-08-14 | 2025-09-30 | 2025-10-14 | 32 | 10 |
| -20.28% | 2025-10-15 | 2025-10-22 | 2025-10-27 | 5 | 3 |
Worst depth first · lengths in trading days.