$41.23
+0.38 (+0.93%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 49.05% | Sharpe | 0.51 |
| Sortino | 0.65 |
| Beta | 1.68 | Correlation | 0.47 |
| Up capture | 105.44% | Down capture | 122.88% |
Relative Value shows 0.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −68.11% | Ulcer Index | 29.26 |
| MTD | 3.20% | QTD | −1.74% |
| YTD | 25.70% | Window (ann., 3.0y) | 11.52% |
| Skewness | −5.08 | Excess Kurtosis | 83.12 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.26 |
| Gain/Pain | 0.12 | Hit Rate | 52.26% |
| Win/Loss | 1.00 | Upside Potential | 0.39 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.45% | -7.71% | -4.98% | -7.09% |
| CVaR (ES) | -6.68% | -14.47% | -6.27% | -8.14% |
| VaR (Cornish-Fisher) | — | — | -2.76% | -48.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.11% | 2025-10-08 | 2026-04-10 | ongoing | 126 | — |
| -36.71% | 2024-10-15 | 2025-04-08 | 2025-10-06 | 119 | 124 |
| -20.16% | 2024-02-09 | 2024-06-04 | 2024-07-30 | 79 | 38 |
| -11.73% | 2024-08-26 | 2024-09-09 | 2024-10-09 | 9 | 22 |
| -9.55% | 2024-07-30 | 2024-08-05 | 2024-08-19 | 4 | 10 |
| -8.15% | 2023-10-17 | 2023-10-26 | 2023-11-03 | 7 | 6 |
| -7.51% | 2023-09-01 | 2023-10-03 | 2023-10-16 | 21 | 9 |
| -6.88% | 2023-12-28 | 2024-01-05 | 2024-01-11 | 5 | 4 |
| -4.88% | 2024-01-11 | 2024-01-18 | 2024-02-06 | 4 | 13 |
| -2.07% | 2023-12-05 | 2023-12-07 | 2023-12-12 | 2 | 3 |
Worst depth first · lengths in trading days.