$91.27
+0.91 (+1.01%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 59.97% | Sharpe | 1.62 |
| Sortino | 2.79 |
| Beta | 2.27 | Correlation | 0.48 |
| Up capture | 338.84% | Down capture | 44.53% |
Relative Value shows 2.05 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −40.94% | Ulcer Index | 14.45 |
| MTD | 8.98% | QTD | 10.00% |
| YTD | 36.40% | Window (ann., 3.0y) | 120.75% |
| Skewness | 1.73 | Excess Kurtosis | 20.68 |
| Omega (θ=0) | 1.39 | Tail Ratio | 1.13 |
| Gain/Pain | 0.39 | Hit Rate | 52.40% |
| Win/Loss | 1.23 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.42% | -7.39% | -5.83% | -8.40% |
| CVaR (ES) | -6.92% | -12.29% | -7.41% | -9.68% |
| VaR (Cornish-Fisher) | — | — | -2.18% | -17.59% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.94% | 2024-11-07 | 2025-04-08 | 2025-05-12 | 102 | 23 |
| -34.19% | 2024-07-23 | 2024-08-02 | 2024-09-30 | 8 | 40 |
| -27.46% | 2026-05-05 | 2026-06-05 | 2026-08-07 | 22 | 40 |
| -24.13% | 2026-02-26 | 2026-03-13 | 2026-04-30 | 11 | 33 |
| -22.86% | 2023-08-28 | 2023-10-20 | 2023-12-26 | 38 | 45 |
| -16.16% | 2024-04-03 | 2024-04-19 | 2024-04-26 | 12 | 5 |
| -15.46% | 2024-10-21 | 2024-10-31 | 2024-11-07 | 8 | 5 |
| -15.26% | 2025-10-29 | 2025-11-17 | 2025-12-11 | 13 | 17 |
| -15.01% | 2024-05-30 | 2024-06-13 | 2024-07-11 | 10 | 18 |
| -11.21% | 2023-12-29 | 2024-01-18 | 2024-02-01 | 12 | 10 |
Worst depth first · lengths in trading days.