$34.45
+0.21 (+0.61%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 57.18% | Sharpe | 0.21 |
| Sortino | 0.33 |
| Beta | 1.54 | Correlation | 0.36 |
| Up capture | 121.17% | Down capture | 245.45% |
Relative Value shows 1.14 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.72% | Ulcer Index | 30.67 |
| MTD | 1.74% | QTD | 46.04% |
| YTD | 47.54% | Window (ann., 3.0y) | −4.06% |
| Skewness | 0.50 | Excess Kurtosis | 5.58 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.31 |
| Gain/Pain | 0.04 | Hit Rate | 44.79% |
| Win/Loss | 1.26 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.79% | -6.87% | -5.88% | -8.33% |
| CVaR (ES) | -6.71% | -11.00% | -7.38% | -9.55% |
| VaR (Cornish-Fisher) | — | — | -4.95% | -11.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.72% | 2023-12-28 | 2026-03-25 | ongoing | 560 | — |
| -32.50% | 2023-08-21 | 2023-10-30 | 2023-12-13 | 49 | 31 |
| -5.06% | 2023-12-13 | 2023-12-15 | 2023-12-26 | 2 | 6 |
Worst depth first · lengths in trading days.