$67.01
+1.43 (+2.18%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.37% | Sharpe | 0.78 |
| Sortino | 1.33 |
| Beta | 0.85 | Correlation | 0.22 |
| Up capture | 146.51% | Down capture | 60.55% |
Relative Value shows 1.14 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −48.57% | Ulcer Index | 22.43 |
| MTD | 20.72% | QTD | 72.26% |
| YTD | 133.27% | Window (ann., 3.0y) | 33.21% |
| Skewness | 2.22 | Excess Kurtosis | 17.68 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.06 |
| Gain/Pain | 0.16 | Hit Rate | 50.20% |
| Win/Loss | 1.14 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.05% | -7.42% | -5.77% | -8.23% |
| CVaR (ES) | -6.76% | -8.98% | -7.28% | -9.45% |
| VaR (Cornish-Fisher) | — | — | -1.86% | -10.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.57% | 2024-12-11 | 2025-04-08 | 2026-03-06 | 79 | 228 |
| -29.32% | 2026-06-01 | 2026-06-25 | 2026-07-27 | 15 | 21 |
| -28.90% | 2024-05-15 | 2024-06-26 | 2024-11-07 | 28 | 94 |
| -22.96% | 2023-09-06 | 2023-10-27 | 2023-12-08 | 37 | 29 |
| -20.16% | 2026-03-06 | 2026-04-10 | 2026-05-01 | 24 | 15 |
| -19.51% | 2024-03-12 | 2024-04-18 | 2024-05-13 | 26 | 17 |
| -18.89% | 2026-05-05 | 2026-05-13 | 2026-06-01 | 6 | 12 |
| -16.50% | 2024-01-29 | 2024-02-22 | 2024-03-12 | 17 | 13 |
| -11.35% | 2023-12-27 | 2024-01-03 | 2024-01-22 | 4 | 12 |
| -10.13% | 2024-11-07 | 2024-11-21 | 2024-11-25 | 10 | 2 |
Worst depth first · lengths in trading days.