$36.89
+0.69 (+1.91%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 56.30% | Sharpe | 1.24 |
| Sortino | 1.90 |
| Beta | 1.28 | Correlation | 0.35 |
| Up capture | 219.55% | Down capture | 39.74% |
Relative Value shows 0.99 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.50% | Ulcer Index | 15.63 |
| MTD | −5.17% | QTD | −23.51% |
| YTD | −17.40% | Window (ann., 3.0y) | 71.04% |
| Skewness | 0.21 | Excess Kurtosis | 3.88 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.23 |
| Gain/Pain | 0.24 | Hit Rate | 53.47% |
| Win/Loss | 1.07 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.84% | -9.51% | -5.56% | -7.97% |
| CVaR (ES) | -7.65% | -12.17% | -7.04% | -9.18% |
| VaR (Cornish-Fisher) | — | — | -5.06% | -10.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.50% | 2026-03-17 | 2026-05-15 | ongoing | 42 | — |
| -27.29% | 2025-05-15 | 2025-06-20 | 2025-07-30 | 24 | 27 |
| -23.33% | 2025-01-29 | 2025-03-10 | 2025-04-17 | 27 | 28 |
| -22.66% | 2025-04-17 | 2025-04-25 | 2025-05-08 | 5 | 9 |
| -21.33% | 2023-09-22 | 2023-10-26 | 2023-11-14 | 24 | 13 |
| -19.39% | 2025-10-08 | 2025-11-25 | 2025-12-24 | 34 | 20 |
| -19.14% | 2024-02-29 | 2024-04-18 | 2024-05-24 | 34 | 26 |
| -15.74% | 2025-08-18 | 2025-09-05 | 2025-09-18 | 13 | 9 |
| -15.71% | 2024-06-03 | 2024-08-05 | 2024-08-23 | 43 | 14 |
| -14.07% | 2025-08-07 | 2025-08-12 | 2025-08-18 | 3 | 4 |
Worst depth first · lengths in trading days.