$85.56
-0.02 (-0.02%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.55% | Sharpe | 1.07 |
| Sortino | 1.82 |
| Beta | 1.59 | Correlation | 0.34 |
| Up capture | 283.25% | Down capture | 250.89% |
Relative Value shows 1.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −50.41% | Ulcer Index | 20.89 |
| MTD | 24.85% | QTD | 8.17% |
| YTD | −17.46% | Window (ann., 3.0y) | 55.11% |
| Skewness | 1.70 | Excess Kurtosis | 19.53 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.16 |
| Gain/Pain | 0.24 | Hit Rate | 50.00% |
| Win/Loss | 1.23 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.99% | -7.07% | -5.52% | -7.91% |
| CVaR (ES) | -6.28% | -11.38% | -6.98% | -9.09% |
| VaR (Cornish-Fisher) | — | — | -2.26% | -15.67% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.41% | 2026-01-27 | 2026-04-27 | ongoing | 62 | — |
| -35.26% | 2024-10-30 | 2025-03-04 | 2025-05-16 | 83 | 52 |
| -29.91% | 2023-08-30 | 2023-10-27 | 2024-03-08 | 41 | 90 |
| -29.15% | 2025-08-14 | 2025-11-06 | 2026-01-12 | 59 | 44 |
| -19.01% | 2024-05-09 | 2024-06-26 | 2024-08-02 | 32 | 26 |
| -11.79% | 2024-03-25 | 2024-04-16 | 2024-05-03 | 15 | 13 |
| -5.97% | 2024-08-26 | 2024-09-11 | 2024-09-19 | 11 | 6 |
| -5.04% | 2026-01-15 | 2026-01-23 | 2026-01-27 | 5 | 2 |
| -4.19% | 2024-08-02 | 2024-08-14 | 2024-08-16 | 8 | 2 |
| -3.99% | 2024-10-18 | 2024-10-24 | 2024-10-28 | 4 | 2 |
Worst depth first · lengths in trading days.