$49.05
+2.99 (+6.49%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.81% | Sharpe | 0.13 |
| Sortino | 0.16 |
| Beta | 0.95 | Correlation | 0.31 |
| Up capture | 69.84% | Down capture | 182.35% |
Relative Value shows 0.70 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.42% | Ulcer Index | 31.20 |
| MTD | 10.95% | QTD | −6.38% |
| YTD | −20.63% | Window (ann., 3.0y) | −4.27% |
| Skewness | −3.25 | Excess Kurtosis | 46.73 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.12 |
| Gain/Pain | 0.03 | Hit Rate | 50.93% |
| Win/Loss | 0.98 | Upside Potential | 0.37 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.12% | -5.87% | -4.41% | -6.25% |
| CVaR (ES) | -6.22% | -14.39% | -5.54% | -7.17% |
| VaR (Cornish-Fisher) | — | — | -3.83% | -31.42% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.42% | 2024-11-11 | 2026-07-29 | ongoing | 424 | — |
| -12.19% | 2024-04-05 | 2024-06-06 | 2024-07-31 | 43 | 37 |
| -5.72% | 2023-09-01 | 2023-10-03 | 2023-10-11 | 21 | 6 |
| -4.73% | 2023-12-04 | 2024-01-03 | 2024-01-12 | 20 | 7 |
| -4.34% | 2023-10-16 | 2023-10-27 | 2023-11-01 | 9 | 3 |
| -4.04% | 2024-10-15 | 2024-10-25 | 2024-10-30 | 8 | 3 |
| -3.74% | 2024-08-30 | 2024-09-06 | 2024-09-09 | 4 | 1 |
| -3.67% | 2024-03-06 | 2024-03-11 | 2024-04-05 | 3 | 18 |
| -3.13% | 2024-07-31 | 2024-08-07 | 2024-08-08 | 5 | 1 |
| -2.25% | 2023-11-14 | 2023-11-29 | 2023-12-04 | 10 | 3 |
Worst depth first · lengths in trading days.