$31.63
-0.20 (-0.63%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.02% | Sharpe | 0.41 |
| Sortino | 0.61 |
| Beta | 2.72 | Correlation | 0.49 |
| Up capture | 172.44% | Down capture | 240.97% |
Relative Value shows 1.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.38% | Ulcer Index | 31.59 |
| MTD | −7.57% | QTD | −41.19% |
| YTD | 119.91% | Window (ann., 3.0y) | 8.15% |
| Skewness | 0.11 | Excess Kurtosis | 7.26 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.22 |
| Gain/Pain | 0.08 | Hit Rate | 50.93% |
| Win/Loss | 1.02 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.36% | -9.83% | -5.41% | -7.68% |
| CVaR (ES) | -7.55% | -13.03% | -6.80% | -8.81% |
| VaR (Cornish-Fisher) | — | — | -4.82% | -13.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.38% | 2023-09-01 | 2025-04-08 | 2026-04-16 | 400 | 256 |
| -53.84% | 2026-06-18 | 2026-07-29 | ongoing | 27 | — |
| -10.58% | 2026-06-03 | 2026-06-05 | 2026-06-18 | 2 | 6 |
| -5.14% | 2026-04-24 | 2026-04-28 | 2026-04-30 | 2 | 2 |
| -4.03% | 2026-05-13 | 2026-05-18 | 2026-05-20 | 3 | 2 |
| -3.45% | 2026-05-11 | 2026-05-12 | 2026-05-13 | 1 | 1 |
| -2.92% | 2026-05-26 | 2026-05-27 | 2026-05-28 | 1 | 1 |
| -2.89% | 2026-05-06 | 2026-05-07 | 2026-05-08 | 1 | 1 |
| -1.69% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -1.26% | 2026-04-16 | 2026-04-17 | 2026-04-20 | 1 | 1 |
Worst depth first · lengths in trading days.