$362.15
+2.52 (+0.70%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.94% | Sharpe | 0.20 |
| Sortino | 0.27 |
| Beta | 2.59 | Correlation | 0.66 |
| Up capture | 160.73% | Down capture | 415.35% |
Relative Value shows 2.11 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.94% | Ulcer Index | 34.20 |
| MTD | 4.18% | QTD | −14.01% |
| YTD | 10.91% | Window (ann., 3.0y) | −3.89% |
| Skewness | −1.22 | Excess Kurtosis | 14.36 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.12 |
| Gain/Pain | 0.04 | Hit Rate | 51.07% |
| Win/Loss | 0.99 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.46% | -8.46% | -5.44% | -7.72% |
| CVaR (ES) | -7.59% | -15.48% | -6.84% | -8.85% |
| VaR (Cornish-Fisher) | — | — | -5.54% | -20.04% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.94% | 2024-03-06 | 2025-04-29 | ongoing | 287 | — |
| -21.51% | 2023-09-01 | 2023-10-27 | 2023-12-21 | 39 | 38 |
| -8.53% | 2023-12-26 | 2024-01-03 | 2024-01-22 | 5 | 12 |
| -6.34% | 2024-02-09 | 2024-02-20 | 2024-02-26 | 6 | 4 |
| -4.00% | 2024-01-22 | 2024-01-26 | 2024-02-02 | 4 | 5 |
| -3.07% | 2023-08-23 | 2023-08-25 | 2023-08-30 | 2 | 3 |
| -2.05% | 2024-02-26 | 2024-02-28 | 2024-02-29 | 2 | 1 |
| -0.70% | 2024-02-02 | 2024-02-06 | 2024-02-07 | 2 | 1 |
Worst depth first · lengths in trading days.