$81.09
+1.66 (+2.09%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.69% | Sharpe | −0.39 |
| Sortino | −0.51 |
| Beta | 0.86 | Correlation | 0.26 |
| Up capture | 49.86% | Down capture | 339.04% |
Relative Value shows 0.48 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −76.83% | Ulcer Index | 41.38 |
| MTD | 10.49% | QTD | 41.84% |
| YTD | −9.02% | Window (ann., 3.0y) | −22.25% |
| Skewness | −1.26 | Excess Kurtosis | 14.51 |
| Omega (θ=0) | 0.93 | Tail Ratio | 0.88 |
| Gain/Pain | −0.07 | Hit Rate | 49.33% |
| Win/Loss | 0.95 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.94% | -6.49% | -4.38% | -6.17% |
| CVaR (ES) | -6.42% | -12.10% | -5.48% | -7.06% |
| VaR (Cornish-Fisher) | — | — | -4.48% | -15.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -76.83% | 2024-07-31 | 2026-05-13 | ongoing | 447 | — |
| -23.36% | 2024-02-09 | 2024-04-17 | 2024-07-31 | 46 | 72 |
| -17.14% | 2023-08-31 | 2023-10-27 | 2023-11-14 | 40 | 12 |
| -12.26% | 2023-12-27 | 2024-01-05 | 2024-02-09 | 6 | 24 |
| -8.60% | 2023-11-14 | 2023-11-20 | 2023-12-18 | 4 | 19 |
| -2.63% | 2023-12-19 | 2023-12-21 | 2023-12-26 | 2 | 2 |
| -2.38% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
Worst depth first · lengths in trading days.