$58.52
+2.73 (+4.89%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.82% | Sharpe | 0.84 |
| Sortino | 1.24 |
| Beta | 0.91 | Correlation | 0.22 |
| Up capture | 182.84% | Down capture | 86.79% |
Relative Value shows 0.94 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −52.65% | Ulcer Index | 28.67 |
| MTD | 14.01% | QTD | −0.27% |
| YTD | 0.10% | Window (ann., 3.0y) | 37.84% |
| Skewness | −0.14 | Excess Kurtosis | 4.30 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.19 |
| Gain/Pain | 0.16 | Hit Rate | 50.60% |
| Win/Loss | 1.12 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.05% | -10.11% | -5.90% | -8.42% |
| CVaR (ES) | -8.23% | -14.63% | -7.45% | -9.68% |
| VaR (Cornish-Fisher) | — | — | -5.72% | -12.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.65% | 2024-09-19 | 2025-04-16 | 2026-01-02 | 143 | 179 |
| -45.06% | 2026-02-20 | 2026-05-18 | ongoing | 60 | — |
| -33.03% | 2024-04-05 | 2024-06-25 | 2024-09-16 | 55 | 57 |
| -12.35% | 2023-09-05 | 2023-09-21 | 2023-10-23 | 12 | 22 |
| -10.43% | 2024-02-16 | 2024-02-27 | 2024-03-06 | 6 | 6 |
| -9.86% | 2023-12-20 | 2024-01-04 | 2024-01-10 | 9 | 4 |
| -7.22% | 2024-03-15 | 2024-03-18 | 2024-03-28 | 1 | 8 |
| -6.53% | 2023-10-23 | 2023-11-01 | 2023-11-29 | 7 | 19 |
| -6.27% | 2026-02-09 | 2026-02-13 | 2026-02-17 | 4 | 1 |
| -5.24% | 2024-01-17 | 2024-01-19 | 2024-02-02 | 2 | 10 |
Worst depth first · lengths in trading days.