$81.79
+2.38 (+3.00%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.48% | Sharpe | 1.10 |
| Sortino | 1.82 |
| Beta | 1.29 | Correlation | 0.28 |
| Up capture | 217.04% | Down capture | 73.65% |
Relative Value shows 1.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.82% | Ulcer Index | 13.56 |
| MTD | −6.94% | QTD | 0.42% |
| YTD | 7.42% | Window (ann., 3.0y) | 53.99% |
| Skewness | 1.06 | Excess Kurtosis | 7.64 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.24 |
| Gain/Pain | 0.22 | Hit Rate | 49.13% |
| Win/Loss | 1.23 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.31% | -6.90% | -5.11% | -7.32% |
| CVaR (ES) | -6.22% | -9.30% | -6.47% | -8.42% |
| VaR (Cornish-Fisher) | — | — | -3.57% | -9.24% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.82% | 2025-02-18 | 2025-04-21 | 2025-05-21 | 43 | 22 |
| -31.31% | 2026-02-25 | 2026-05-08 | ongoing | 51 | — |
| -25.21% | 2023-12-22 | 2024-05-07 | 2024-06-03 | 92 | 18 |
| -24.95% | 2025-08-13 | 2025-10-31 | 2025-12-18 | 56 | 33 |
| -21.79% | 2024-06-03 | 2024-08-07 | 2024-08-09 | 45 | 2 |
| -18.89% | 2024-09-30 | 2024-10-18 | 2024-12-04 | 14 | 32 |
| -17.17% | 2024-12-13 | 2025-02-05 | 2025-02-11 | 34 | 4 |
| -16.00% | 2023-09-14 | 2023-12-11 | 2023-12-20 | 61 | 7 |
| -13.80% | 2025-07-03 | 2025-07-18 | 2025-08-08 | 10 | 15 |
| -12.94% | 2024-08-15 | 2024-08-29 | 2024-09-30 | 10 | 21 |
Worst depth first · lengths in trading days.