$91.24
-0.91 (-0.99%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 65.88% | Sharpe | 0.60 |
| Sortino | 0.87 |
| Beta | 2.54 | Correlation | 0.61 |
| Up capture | 177.01% | Down capture | 235.28% |
Relative Value shows 1.86 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.48% | Ulcer Index | 23.34 |
| MTD | 0.23% | QTD | −31.26% |
| YTD | −0.71% | Window (ann., 3.0y) | 19.44% |
| Skewness | −0.04 | Excess Kurtosis | 3.65 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.11 |
| Gain/Pain | 0.11 | Hit Rate | 51.07% |
| Win/Loss | 1.06 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.43% | -11.50% | -6.67% | -9.50% |
| CVaR (ES) | -9.78% | -14.72% | -8.40% | -10.90% |
| VaR (Cornish-Fisher) | — | — | -6.41% | -13.15% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.48% | 2026-06-03 | 2026-07-29 | ongoing | 35 | — |
| -48.83% | 2024-01-22 | 2024-09-06 | 2025-07-30 | 158 | 223 |
| -36.69% | 2026-01-21 | 2026-03-30 | 2026-04-17 | 47 | 13 |
| -29.75% | 2026-04-24 | 2026-04-28 | 2026-06-02 | 2 | 24 |
| -23.18% | 2025-10-27 | 2025-11-20 | 2026-01-21 | 18 | 40 |
| -20.77% | 2023-10-11 | 2023-10-26 | 2023-11-10 | 11 | 11 |
| -16.59% | 2025-09-18 | 2025-10-10 | 2025-10-27 | 16 | 11 |
| -11.30% | 2023-09-14 | 2023-09-26 | 2023-10-06 | 8 | 8 |
| -10.36% | 2023-12-14 | 2024-01-04 | 2024-01-19 | 13 | 10 |
| -9.63% | 2025-08-28 | 2025-09-08 | 2025-09-11 | 6 | 3 |
Worst depth first · lengths in trading days.