$40.35
-0.12 (-0.30%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.01% | Sharpe | −0.54 |
| Sortino | −0.73 |
| Beta | 1.53 | Correlation | 0.47 |
| Up capture | 43.76% | Down capture | 414.93% |
Relative Value shows 1.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −71.14% | Ulcer Index | 35.46 |
| MTD | 7.60% | QTD | 2.36% |
| YTD | −43.33% | Window (ann., 3.0y) | −28.95% |
| Skewness | −0.27 | Excess Kurtosis | 6.98 |
| Omega (θ=0) | 0.90 | Tail Ratio | 0.94 |
| Gain/Pain | −0.10 | Hit Rate | 47.60% |
| Win/Loss | 0.99 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.40% | -7.35% | -4.76% | -6.69% |
| CVaR (ES) | -6.86% | -12.27% | -5.94% | -7.65% |
| VaR (Cornish-Fisher) | — | — | -4.57% | -11.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -71.14% | 2025-01-27 | 2026-07-23 | ongoing | 370 | — |
| -37.19% | 2023-09-01 | 2024-05-29 | 2025-01-21 | 185 | 161 |
| -0.59% | 2025-01-23 | 2025-01-24 | 2025-01-27 | 1 | 1 |
| -0.52% | 2023-08-22 | 2023-08-24 | 2023-08-28 | 2 | 2 |
Worst depth first · lengths in trading days.