$181.75
+6.80 (+3.88%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 49.20% | Sharpe | 0.42 |
| Sortino | 0.55 |
| Beta | 1.29 | Correlation | 0.38 |
| Up capture | 87.78% | Down capture | 116.46% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.89% | Ulcer Index | 30.08 |
| MTD | 20.20% | QTD | 28.76% |
| YTD | −19.20% | Window (ann., 3.0y) | 8.38% |
| Skewness | −1.90 | Excess Kurtosis | 17.89 |
| Omega (θ=0) | 1.08 | Tail Ratio | 0.99 |
| Gain/Pain | 0.08 | Hit Rate | 53.73% |
| Win/Loss | 0.93 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.15% | -9.26% | -5.02% | -7.13% |
| CVaR (ES) | -7.77% | -15.07% | -6.31% | -8.18% |
| VaR (Cornish-Fisher) | — | — | -5.36% | -20.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.89% | 2025-11-03 | 2026-04-10 | ongoing | 108 | — |
| -38.85% | 2024-02-09 | 2024-09-10 | 2025-05-27 | 146 | 177 |
| -15.42% | 2025-07-09 | 2025-08-26 | 2025-10-23 | 34 | 41 |
| -10.79% | 2023-10-11 | 2023-10-27 | 2023-11-08 | 12 | 8 |
| -10.31% | 2023-09-11 | 2023-09-26 | 2023-10-09 | 11 | 9 |
| -6.76% | 2023-12-27 | 2024-01-05 | 2024-01-09 | 6 | 2 |
| -5.31% | 2024-01-29 | 2024-02-05 | 2024-02-08 | 5 | 3 |
| -3.94% | 2023-08-23 | 2023-08-24 | 2023-08-30 | 1 | 4 |
| -2.95% | 2024-01-16 | 2024-01-17 | 2024-01-22 | 1 | 3 |
| -2.70% | 2023-09-05 | 2023-09-06 | 2023-09-11 | 1 | 3 |
Worst depth first · lengths in trading days.