$36.20
+1.84 (+5.36%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.53% | Sharpe | −0.31 |
| Sortino | −0.45 |
| Beta | 1.25 | Correlation | 0.41 |
| Up capture | 45.25% | Down capture | 365.32% |
Relative Value shows 1.05 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.43% | Ulcer Index | 43.56 |
| MTD | −4.54% | QTD | 3.81% |
| YTD | 9.28% | Window (ann., 3.0y) | −25.99% |
| Skewness | 0.31 | Excess Kurtosis | 11.46 |
| Omega (θ=0) | 0.94 | Tail Ratio | 1.05 |
| Gain/Pain | −0.06 | Hit Rate | 47.33% |
| Win/Loss | 1.05 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.66% | -8.61% | -5.51% | -7.76% |
| CVaR (ES) | -7.52% | -13.11% | -6.89% | -8.88% |
| VaR (Cornish-Fisher) | — | — | -4.45% | -15.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.43% | 2024-03-27 | 2025-11-19 | ongoing | 414 | — |
| -18.31% | 2023-08-22 | 2023-11-01 | 2023-12-26 | 50 | 37 |
| -7.79% | 2023-12-26 | 2024-02-07 | 2024-02-27 | 29 | 13 |
| -5.72% | 2024-02-27 | 2024-03-04 | 2024-03-06 | 4 | 2 |
| -3.27% | 2024-03-21 | 2024-03-26 | 2024-03-27 | 3 | 1 |
| -2.68% | 2024-03-13 | 2024-03-18 | 2024-03-19 | 3 | 1 |
| -0.77% | 2024-03-08 | 2024-03-11 | 2024-03-12 | 1 | 1 |
Worst depth first · lengths in trading days.