$76.43
+3.42 (+4.68%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 69.12% | Sharpe | 0.75 |
| Sortino | 1.11 |
| Beta | 2.03 | Correlation | 0.34 |
| Up capture | 200.08% | Down capture | 61.50% |
Relative Value shows 1.85 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −68.24% | Ulcer Index | 36.68 |
| MTD | −8.26% | QTD | −46.40% |
| YTD | 201.74% | Window (ann., 3.0y) | 32.28% |
| Skewness | 0.06 | Excess Kurtosis | 5.71 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.04 |
| Gain/Pain | 0.15 | Hit Rate | 51.47% |
| Win/Loss | 1.07 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.44% | -10.57% | -6.95% | -9.92% |
| CVaR (ES) | -9.77% | -15.44% | -8.77% | -11.40% |
| VaR (Cornish-Fisher) | — | — | -6.37% | -15.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.24% | 2024-07-16 | 2025-04-08 | 2026-02-19 | 183 | 217 |
| -51.21% | 2026-06-30 | 2026-07-29 | ongoing | 20 | — |
| -34.54% | 2023-09-01 | 2023-10-23 | 2024-01-19 | 35 | 60 |
| -29.74% | 2026-02-24 | 2026-03-06 | 2026-04-09 | 8 | 23 |
| -18.66% | 2024-04-09 | 2024-04-22 | 2024-06-05 | 9 | 31 |
| -13.25% | 2026-04-24 | 2026-04-29 | 2026-05-05 | 3 | 4 |
| -12.40% | 2026-06-04 | 2026-06-05 | 2026-06-11 | 1 | 2 |
| -11.95% | 2026-06-22 | 2026-06-24 | 2026-06-29 | 2 | 3 |
| -11.62% | 2026-05-08 | 2026-05-19 | 2026-05-26 | 7 | 4 |
| -9.59% | 2024-03-07 | 2024-03-18 | 2024-04-09 | 7 | 15 |
Worst depth first · lengths in trading days.