$66.61
+4.35 (+6.99%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.58% | Sharpe | 0.66 |
| Sortino | 1.00 |
| Beta | 2.06 | Correlation | 0.34 |
| Up capture | 173.47% | Down capture | 68.48% |
Relative Value shows 1.41 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.47% | Ulcer Index | 23.68 |
| MTD | −27.64% | QTD | −55.57% |
| YTD | 73.01% | Window (ann., 3.0y) | 24.12% |
| Skewness | 0.26 | Excess Kurtosis | 12.40 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.24 |
| Gain/Pain | 0.14 | Hit Rate | 50.27% |
| Win/Loss | 1.12 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.76% | -10.09% | -6.12% | -8.72% |
| CVaR (ES) | -8.36% | -15.62% | -7.71% | -10.01% |
| VaR (Cornish-Fisher) | — | — | -4.87% | -18.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.47% | 2026-06-30 | 2026-08-20 | ongoing | 36 | — |
| -47.76% | 2023-08-30 | 2025-04-08 | 2025-10-15 | 402 | 131 |
| -27.40% | 2026-02-06 | 2026-03-20 | 2026-04-22 | 29 | 22 |
| -23.61% | 2025-10-30 | 2025-11-20 | 2025-12-05 | 15 | 10 |
| -11.60% | 2026-06-02 | 2026-06-05 | 2026-06-11 | 3 | 2 |
| -10.13% | 2026-01-22 | 2026-01-26 | 2026-01-29 | 2 | 3 |
| -9.80% | 2026-06-11 | 2026-06-26 | 2026-06-29 | 9 | 1 |
| -7.18% | 2026-04-24 | 2026-04-29 | 2026-05-05 | 3 | 4 |
| -7.08% | 2025-10-15 | 2025-10-17 | 2025-10-23 | 2 | 4 |
| -6.90% | 2026-05-18 | 2026-05-19 | 2026-05-22 | 1 | 3 |
Worst depth first · lengths in trading days.