$27.44
-0.02 (-0.07%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 64.09% | Sharpe | 0.74 |
| Sortino | 1.17 |
| Beta | 1.59 | Correlation | 0.35 |
| Up capture | 187.79% | Down capture | 121.25% |
Relative Value shows 1.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −50.74% | Ulcer Index | 19.01 |
| MTD | 2.81% | QTD | −9.56% |
| YTD | 25.93% | Window (ann., 3.0y) | 30.69% |
| Skewness | 0.84 | Excess Kurtosis | 7.71 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.11 |
| Gain/Pain | 0.15 | Hit Rate | 49.47% |
| Win/Loss | 1.15 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.35% | -9.02% | -6.45% | -9.21% |
| CVaR (ES) | -8.08% | -13.12% | -8.14% | -10.57% |
| VaR (Cornish-Fisher) | — | — | -4.81% | -12.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.74% | 2025-01-30 | 2025-04-21 | 2025-09-19 | 55 | 105 |
| -42.26% | 2025-09-22 | 2025-11-17 | 2025-12-10 | 40 | 16 |
| -32.88% | 2025-12-11 | 2026-04-02 | 2026-06-30 | 76 | 55 |
| -32.03% | 2023-10-17 | 2023-11-10 | 2024-01-02 | 18 | 34 |
| -27.78% | 2024-05-31 | 2024-08-14 | 2024-10-21 | 51 | 47 |
| -23.80% | 2024-02-27 | 2024-03-12 | 2024-05-13 | 10 | 43 |
| -19.87% | 2026-06-30 | 2026-07-23 | ongoing | 16 | — |
| -14.43% | 2024-01-02 | 2024-01-31 | 2024-02-27 | 20 | 18 |
| -8.82% | 2024-11-26 | 2024-12-02 | 2024-12-16 | 3 | 10 |
| -7.63% | 2025-01-08 | 2025-01-17 | 2025-01-28 | 6 | 6 |
Worst depth first · lengths in trading days.