$97.66
-0.34 (-0.35%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.49% | Sharpe | 0.32 |
| Sortino | 0.50 |
| Beta | 2.32 | Correlation | 0.64 |
| Up capture | 149.08% | Down capture | 318.42% |
Relative Value shows 1.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.18% | Ulcer Index | 32.92 |
| MTD | −9.00% | QTD | −21.39% |
| YTD | 31.94% | Window (ann., 3.0y) | 3.45% |
| Skewness | 0.54 | Excess Kurtosis | 5.35 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.15 |
| Gain/Pain | 0.06 | Hit Rate | 48.13% |
| Win/Loss | 1.13 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.65% | -7.18% | -5.37% | -7.63% |
| CVaR (ES) | -6.65% | -10.78% | -6.75% | -8.75% |
| VaR (Cornish-Fisher) | — | — | -4.49% | -10.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.18% | 2023-12-19 | 2025-04-08 | 2026-05-08 | 325 | 272 |
| -33.82% | 2026-05-26 | 2026-08-21 | ongoing | 58 | — |
| -17.46% | 2023-10-16 | 2023-11-01 | 2023-11-10 | 12 | 7 |
| -9.08% | 2026-05-13 | 2026-05-18 | 2026-05-21 | 3 | 3 |
| -8.17% | 2023-11-20 | 2023-12-05 | 2023-12-08 | 10 | 3 |
| -8.00% | 2023-09-06 | 2023-09-21 | 2023-09-29 | 11 | 6 |
| -5.50% | 2026-05-11 | 2026-05-12 | 2026-05-13 | 1 | 1 |
| -3.66% | 2023-08-21 | 2023-08-24 | 2023-09-01 | 3 | 6 |
| -2.61% | 2023-11-10 | 2023-11-13 | 2023-11-14 | 1 | 1 |
| -1.68% | 2023-09-01 | 2023-09-05 | 2023-09-06 | 1 | 1 |
Worst depth first · lengths in trading days.