$65.67
-0.64 (-0.97%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.90% | Sharpe | 1.06 |
| Sortino | 1.54 |
| Beta | −0.57 | Correlation | −0.11 |
| Up capture | 131.01% | Down capture | −285.54% |
Relative Value shows 0.08 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −65.35% | Ulcer Index | 26.91 |
| MTD | 12.12% | QTD | 12.16% |
| YTD | 70.66% | Window (ann., 3.0y) | 60.33% |
| Skewness | −0.41 | Excess Kurtosis | 8.55 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.23 |
| Gain/Pain | 0.22 | Hit Rate | 52.06% |
| Win/Loss | 1.07 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.29% | -11.36% | -6.55% | -9.38% |
| CVaR (ES) | -9.08% | -17.09% | -8.29% | -10.79% |
| VaR (Cornish-Fisher) | — | — | -6.30% | -18.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -65.35% | 2025-04-28 | 2025-10-16 | ongoing | 119 | — |
| -44.62% | 2025-01-06 | 2025-02-21 | 2025-04-09 | 31 | 33 |
| -26.67% | 2024-01-30 | 2024-02-27 | 2024-08-29 | 19 | 128 |
| -18.99% | 2023-09-06 | 2023-10-13 | 2023-11-02 | 27 | 14 |
| -15.32% | 2024-11-12 | 2024-11-18 | 2024-11-26 | 4 | 6 |
| -15.03% | 2024-12-03 | 2024-12-18 | 2025-01-06 | 11 | 11 |
| -14.65% | 2023-11-02 | 2023-11-28 | 2024-01-05 | 17 | 26 |
| -14.01% | 2024-10-01 | 2024-10-18 | 2024-11-01 | 13 | 10 |
| -12.82% | 2024-09-16 | 2024-09-17 | 2024-09-30 | 1 | 9 |
| -8.81% | 2025-04-15 | 2025-04-21 | 2025-04-24 | 3 | 3 |
Worst depth first · lengths in trading days.