$119.11
+1.69 (+1.44%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 134.45% | Sharpe | 1.29 |
| Sortino | 2.10 |
| Beta | 6.67 | Correlation | 0.55 |
| Up capture | 755.35% | Down capture | 260.75% |
Relative Value shows 6.55 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −89.95% | Ulcer Index | 47.42 |
| MTD | −23.03% | QTD | −30.60% |
| YTD | 87.65% | Window (ann., 3.0y) | 106.67% |
| Skewness | 0.98 | Excess Kurtosis | 28.02 |
| Omega (θ=0) | 1.32 | Tail Ratio | 1.18 |
| Gain/Pain | 0.32 | Hit Rate | 51.81% |
| Win/Loss | 1.17 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -9.50% | -16.80% | -13.24% | -19.01% |
| CVaR (ES) | -16.14% | -30.92% | -16.78% | -21.88% |
| VaR (Cornish-Fisher) | — | — | -5.95% | -65.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -89.95% | 2023-09-13 | 2023-10-27 | 2024-03-26 | 32 | 102 |
| -72.02% | 2025-07-03 | 2025-11-17 | 2026-07-02 | 95 | 149 |
| -62.89% | 2024-11-25 | 2025-04-04 | 2025-05-09 | 88 | 24 |
| -52.59% | 2024-03-27 | 2024-05-07 | 2024-06-06 | 28 | 21 |
| -37.85% | 2026-07-15 | 2026-08-18 | ongoing | 24 | — |
| -24.22% | 2024-06-06 | 2024-06-12 | 2024-07-09 | 4 | 17 |
| -22.56% | 2024-07-09 | 2024-08-05 | 2024-08-08 | 19 | 3 |
| -16.03% | 2024-09-24 | 2024-10-03 | 2024-10-11 | 7 | 6 |
| -15.64% | 2024-10-18 | 2024-10-23 | 2024-10-30 | 3 | 5 |
| -14.72% | 2024-11-08 | 2024-11-12 | 2024-11-21 | 2 | 7 |
Worst depth first · lengths in trading days.