$90.85
-3.12 (-3.32%)
USD · as of 2026-08-20 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 69.41% | Sharpe | 0.50 |
| Sortino | 0.79 |
| Beta | 3.06 | Correlation | 0.43 |
| Up capture | 257.22% | Down capture | 288.71% |
| Max Drawdown | −67.79% | Ulcer Index | 36.20 |
| MTD | 18.74% | QTD | 36.78% |
| YTD | −25.32% | Window (ann., 3.0y) | 11.66% |
| Skewness | 1.91 | Excess Kurtosis | 29.89 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.19 |
| Gain/Pain | 0.10 | Hit Rate | 48.73% |
| Win/Loss | 1.15 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.27% | -9.07% | -7.06% | -10.03% |
| CVaR (ES) | -8.59% | -15.35% | -8.88% | -11.52% |
| VaR (Cornish-Fisher) | — | — | -1.75% | -28.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -67.79% | 2024-08-27 | 2025-01-21 | ongoing | 99 | — |
| -46.85% | 2023-09-01 | 2023-10-30 | 2023-11-20 | 40 | 15 |
| -21.21% | 2024-02-16 | 2024-03-22 | 2024-04-09 | 24 | 11 |
| -12.01% | 2024-04-10 | 2024-04-19 | 2024-04-29 | 7 | 6 |
| -10.91% | 2024-07-23 | 2024-07-30 | 2024-08-06 | 5 | 5 |
| -9.07% | 2024-07-05 | 2024-07-10 | 2024-07-23 | 3 | 9 |
| -8.87% | 2023-12-28 | 2024-01-05 | 2024-01-09 | 5 | 2 |
| -8.20% | 2024-01-09 | 2024-01-17 | 2024-01-22 | 5 | 3 |
| -6.95% | 2023-08-22 | 2023-08-28 | 2023-09-01 | 4 | 4 |
| -6.89% | 2024-05-28 | 2024-06-06 | 2024-06-10 | 7 | 2 |
Worst depth first · lengths in trading days.