$36.32
+1.14 (+3.24%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.68% | Sharpe | 0.87 |
| Sortino | 1.39 |
| Beta | 0.02 | Correlation | 0.01 |
| Up capture | 138.87% | Down capture | −87.61% |
Relative Value shows 0.46 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −52.13% | Ulcer Index | 18.88 |
| MTD | −0.03% | QTD | 15.67% |
| YTD | −2.15% | Window (ann., 3.0y) | 38.13% |
| Skewness | 1.10 | Excess Kurtosis | 19.68 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.05 |
| Gain/Pain | 0.19 | Hit Rate | 48.60% |
| Win/Loss | 1.23 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.18% | -7.07% | -5.38% | -7.68% |
| CVaR (ES) | -6.63% | -11.45% | -6.79% | -8.83% |
| VaR (Cornish-Fisher) | — | — | -2.90% | -18.98% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.13% | 2026-04-13 | 2026-06-02 | ongoing | 35 | — |
| -36.64% | 2025-02-10 | 2025-04-21 | 2025-07-01 | 48 | 49 |
| -36.13% | 2023-08-23 | 2023-11-10 | 2024-04-29 | 56 | 115 |
| -20.73% | 2024-11-11 | 2025-01-10 | 2025-02-10 | 40 | 20 |
| -18.50% | 2025-11-10 | 2025-12-19 | 2026-02-05 | 28 | 31 |
| -17.22% | 2025-07-14 | 2025-08-01 | 2025-08-19 | 14 | 12 |
| -12.19% | 2026-02-26 | 2026-03-06 | 2026-03-24 | 6 | 12 |
| -11.74% | 2025-09-09 | 2025-10-10 | 2025-10-21 | 23 | 7 |
| -10.76% | 2024-07-16 | 2024-08-07 | 2024-08-23 | 16 | 12 |
| -10.40% | 2024-05-24 | 2024-07-10 | 2024-07-16 | 30 | 4 |
Worst depth first · lengths in trading days.