$46.83
-0.47 (-0.99%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.06% | Sharpe | −0.04 |
| Sortino | −0.06 |
| Beta | 1.41 | Correlation | 0.42 |
| Up capture | 39.44% | Down capture | 166.94% |
Relative Value shows 1.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.90% | Ulcer Index | 39.96 |
| MTD | 8.00% | QTD | −6.41% |
| YTD | 33.49% | Window (ann., 3.0y) | −11.69% |
| Skewness | −1.92 | Excess Kurtosis | 23.47 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.17 |
| Gain/Pain | −0.01 | Hit Rate | 49.53% |
| Win/Loss | 1.00 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.61% | -6.58% | -4.68% | -6.61% |
| CVaR (ES) | -6.01% | -11.95% | -5.86% | -7.57% |
| VaR (Cornish-Fisher) | — | — | -4.68% | -22.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.90% | 2024-03-25 | 2025-11-20 | ongoing | 417 | — |
| -25.39% | 2023-09-01 | 2023-10-27 | 2023-12-07 | 39 | 29 |
| -8.74% | 2023-12-28 | 2024-01-04 | 2024-01-22 | 4 | 11 |
| -5.49% | 2024-01-22 | 2024-01-24 | 2024-02-01 | 2 | 6 |
| -4.91% | 2024-02-01 | 2024-02-05 | 2024-02-07 | 2 | 2 |
| -3.27% | 2024-02-26 | 2024-02-29 | 2024-03-04 | 3 | 2 |
| -3.18% | 2024-02-12 | 2024-02-13 | 2024-02-22 | 1 | 6 |
| -2.49% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -2.23% | 2024-03-04 | 2024-03-11 | 2024-03-13 | 5 | 2 |
| -1.99% | 2024-03-13 | 2024-03-15 | 2024-03-20 | 2 | 3 |
Worst depth first · lengths in trading days.