$362.86
+17.73 (+5.14%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 58.37% | Sharpe | 0.55 |
| Sortino | 0.83 |
| Beta | 1.73 | Correlation | 0.42 |
| Up capture | 146.11% | Down capture | 187.21% |
Relative Value shows 1.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −53.77% | Ulcer Index | 25.10 |
| MTD | 16.60% | QTD | −13.73% |
| YTD | −19.31% | Window (ann., 3.0y) | 16.21% |
| Skewness | 0.53 | Excess Kurtosis | 4.81 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.14 |
| Gain/Pain | 0.10 | Hit Rate | 50.80% |
| Win/Loss | 1.07 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.13% | -8.62% | -5.92% | -8.43% |
| CVaR (ES) | -7.59% | -12.15% | -7.46% | -9.67% |
| VaR (Cornish-Fisher) | — | — | -4.99% | -10.72% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -53.77% | 2024-12-17 | 2025-04-08 | 2025-12-16 | 75 | 174 |
| -48.54% | 2023-09-14 | 2024-04-22 | 2024-11-06 | 151 | 138 |
| -39.10% | 2025-12-16 | 2026-07-29 | ongoing | 150 | — |
| -11.09% | 2024-11-11 | 2024-11-14 | 2024-11-22 | 3 | 6 |
| -5.58% | 2024-11-22 | 2024-11-27 | 2024-12-02 | 3 | 2 |
| -5.06% | 2023-08-31 | 2023-09-01 | 2023-09-11 | 1 | 5 |
| -2.88% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -2.23% | 2023-09-11 | 2023-09-12 | 2023-09-14 | 1 | 2 |
| -1.59% | 2024-12-02 | 2024-12-03 | 2024-12-04 | 1 | 1 |
| -1.57% | 2024-12-11 | 2024-12-12 | 2024-12-13 | 1 | 1 |
Worst depth first · lengths in trading days.