$83.41
-3.33 (-3.84%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.54% | Sharpe | 1.18 |
| Sortino | 1.75 |
| Beta | 1.65 | Correlation | 0.49 |
| Up capture | 220.46% | Down capture | 136.78% |
Relative Value shows 0.94 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −50.58% | Ulcer Index | 17.51 |
| MTD | 11.79% | QTD | −1.65% |
| YTD | −22.90% | Window (ann., 3.0y) | 51.74% |
| Skewness | 0.12 | Excess Kurtosis | 17.12 |
| Omega (θ=0) | 1.27 | Tail Ratio | 1.08 |
| Gain/Pain | 0.27 | Hit Rate | 53.40% |
| Win/Loss | 1.08 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.60% | -7.23% | -4.31% | -6.18% |
| CVaR (ES) | -6.27% | -11.68% | -5.45% | -7.11% |
| VaR (Cornish-Fisher) | — | — | -3.27% | -16.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.58% | 2026-02-25 | 2026-04-21 | ongoing | 36 | — |
| -22.38% | 2025-03-03 | 2025-04-04 | 2025-05-07 | 24 | 22 |
| -20.19% | 2023-09-14 | 2023-10-27 | 2023-12-13 | 31 | 32 |
| -17.32% | 2025-09-23 | 2025-10-08 | 2025-11-07 | 11 | 22 |
| -15.94% | 2023-12-28 | 2024-02-13 | 2024-03-01 | 31 | 12 |
| -14.11% | 2024-12-06 | 2025-01-10 | 2025-02-06 | 22 | 18 |
| -13.62% | 2025-05-07 | 2025-05-12 | 2025-07-30 | 3 | 54 |
| -9.70% | 2024-05-13 | 2024-06-14 | 2024-07-09 | 23 | 15 |
| -9.25% | 2024-03-29 | 2024-04-17 | 2024-05-02 | 13 | 11 |
| -7.94% | 2024-07-26 | 2024-08-05 | 2024-08-16 | 6 | 9 |
Worst depth first · lengths in trading days.