$65.96
+2.06 (+3.22%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 71.97% | Sharpe | 1.11 |
| Sortino | 1.70 |
| Beta | 2.35 | Correlation | 0.40 |
| Up capture | 327.62% | Down capture | 191.30% |
| Max Drawdown | −64.63% | Ulcer Index | 31.14 |
| MTD | 18.02% | QTD | 16.11% |
| YTD | 72.62% | Window (ann., 3.0y) | 69.54% |
| Skewness | 0.15 | Excess Kurtosis | 16.83 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.13 |
| Gain/Pain | 0.23 | Hit Rate | 50.07% |
| Win/Loss | 1.21 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.71% | -9.26% | -7.14% | -10.23% |
| CVaR (ES) | -9.05% | -16.31% | -9.04% | -11.77% |
| VaR (Cornish-Fisher) | — | — | -5.40% | -27.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.63% | 2023-09-01 | 2024-04-26 | 2024-09-19 | 163 | 100 |
| -43.20% | 2025-02-11 | 2025-04-10 | 2025-09-10 | 41 | 104 |
| -33.49% | 2025-12-24 | 2026-03-24 | 2026-04-14 | 60 | 12 |
| -16.62% | 2025-09-10 | 2025-09-16 | 2025-10-16 | 4 | 22 |
| -15.06% | 2024-11-08 | 2024-12-18 | 2025-01-23 | 27 | 22 |
| -10.26% | 2024-09-20 | 2024-10-03 | 2024-10-04 | 9 | 1 |
| -10.05% | 2026-05-28 | 2026-06-02 | 2026-06-11 | 3 | 4 |
| -8.02% | 2025-10-31 | 2025-11-07 | 2025-11-11 | 5 | 2 |
| -7.95% | 2026-04-14 | 2026-04-21 | 2026-05-01 | 5 | 8 |
| -7.07% | 2025-11-12 | 2025-12-17 | 2025-12-22 | 24 | 3 |
Worst depth first · lengths in trading days.