$28.04
+0.53 (+1.93%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 68.20% | Sharpe | 0.47 |
| Sortino | 0.71 |
| Beta | 1.56 | Correlation | 0.33 |
| Up capture | 120.77% | Down capture | 98.61% |
Relative Value shows 0.95 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −67.08% | Ulcer Index | 35.21 |
| MTD | 33.08% | QTD | 34.94% |
| YTD | 91.01% | Window (ann., 3.0y) | 9.36% |
| Skewness | 0.81 | Excess Kurtosis | 16.83 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.13 |
| Gain/Pain | 0.10 | Hit Rate | 49.40% |
| Win/Loss | 1.11 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.61% | -10.19% | -6.94% | -9.87% |
| CVaR (ES) | -8.98% | -17.61% | -8.73% | -11.32% |
| VaR (Cornish-Fisher) | — | — | -4.43% | -23.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -67.08% | 2024-12-13 | 2026-02-12 | ongoing | 290 | — |
| -40.67% | 2023-08-21 | 2023-11-09 | 2024-05-10 | 57 | 125 |
| -30.06% | 2024-07-23 | 2024-10-31 | 2024-11-29 | 71 | 20 |
| -8.87% | 2024-06-12 | 2024-06-21 | 2024-07-15 | 6 | 15 |
| -7.36% | 2024-05-29 | 2024-05-31 | 2024-06-12 | 2 | 8 |
| -5.65% | 2024-05-13 | 2024-05-14 | 2024-05-15 | 1 | 1 |
| -4.07% | 2024-07-17 | 2024-07-19 | 2024-07-22 | 2 | 1 |
| -2.97% | 2024-11-29 | 2024-12-02 | 2024-12-03 | 1 | 1 |
| -2.94% | 2024-12-03 | 2024-12-05 | 2024-12-11 | 2 | 4 |
| -2.32% | 2024-05-20 | 2024-05-23 | 2024-05-28 | 3 | 2 |
Worst depth first · lengths in trading days.