$50.56
+0.64 (+1.28%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 50.43% | Sharpe | 0.32 |
| Sortino | 0.47 |
| Beta | 2.20 | Correlation | 0.52 |
| Up capture | 61.79% | Down capture | 17.61% |
Relative Value shows 1.91 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.57% | Ulcer Index | 36.21 |
| MTD | −3.49% | QTD | −32.49% |
| YTD | 95.69% | Window (ann., 3.0y) | 3.60% |
| Skewness | −0.01 | Excess Kurtosis | 7.07 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.22 |
| Gain/Pain | 0.06 | Hit Rate | 49.53% |
| Win/Loss | 1.06 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.26% | -9.12% | -5.16% | -7.33% |
| CVaR (ES) | -7.20% | -13.17% | -6.49% | -8.40% |
| VaR (Cornish-Fisher) | — | — | -4.71% | -12.59% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.57% | 2023-12-27 | 2025-04-08 | 2026-04-23 | 320 | 261 |
| -39.41% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -21.09% | 2023-08-29 | 2023-10-30 | 2023-12-01 | 43 | 23 |
| -11.28% | 2026-06-03 | 2026-06-05 | 2026-06-22 | 2 | 8 |
| -5.31% | 2026-05-14 | 2026-05-18 | 2026-05-20 | 2 | 2 |
| -4.16% | 2026-05-26 | 2026-05-27 | 2026-06-02 | 1 | 4 |
| -3.74% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -3.64% | 2026-05-11 | 2026-05-12 | 2026-05-13 | 1 | 1 |
| -3.54% | 2026-05-06 | 2026-05-07 | 2026-05-08 | 1 | 1 |
| -2.68% | 2023-12-19 | 2023-12-20 | 2023-12-26 | 1 | 3 |
Worst depth first · lengths in trading days.