$36.64
+1.32 (+3.74%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.36% | Sharpe | 0.61 |
| Sortino | 0.89 |
| Beta | 1.69 | Correlation | 0.46 |
| Up capture | 167.37% | Down capture | 230.22% |
Relative Value shows 1.72 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −54.71% | Ulcer Index | 24.00 |
| MTD | 13.54% | QTD | 31.70% |
| YTD | 3.18% | Window (ann., 3.0y) | 19.09% |
| Skewness | 0.21 | Excess Kurtosis | 3.86 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.00 |
| Gain/Pain | 0.11 | Hit Rate | 53.21% |
| Win/Loss | 0.95 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.58% | -7.09% | -4.89% | -6.97% |
| CVaR (ES) | -6.51% | -10.01% | -6.17% | -8.00% |
| VaR (Cornish-Fisher) | — | — | -4.48% | -9.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -54.71% | 2025-08-04 | 2026-05-13 | ongoing | 193 | — |
| -37.71% | 2023-08-31 | 2023-11-13 | 2024-02-16 | 51 | 65 |
| -31.03% | 2024-11-29 | 2025-04-08 | 2025-05-13 | 87 | 24 |
| -20.53% | 2024-05-15 | 2024-06-07 | 2024-09-24 | 16 | 74 |
| -13.83% | 2024-03-13 | 2024-04-19 | 2024-05-08 | 26 | 13 |
| -8.25% | 2025-05-15 | 2025-06-25 | 2025-07-17 | 27 | 15 |
| -7.45% | 2024-02-16 | 2024-02-21 | 2024-02-28 | 2 | 5 |
| -4.64% | 2025-07-28 | 2025-08-01 | 2025-08-04 | 4 | 1 |
| -3.96% | 2024-10-01 | 2024-10-02 | 2024-10-04 | 1 | 2 |
| -3.53% | 2024-10-18 | 2024-10-23 | 2024-11-01 | 3 | 7 |
Worst depth first · lengths in trading days.