$92.30
+1.45 (+1.60%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 41.12% | Sharpe | 1.94 |
| Sortino | 2.76 |
| Beta | 1.22 | Correlation | 0.46 |
| Up capture | 261.73% | Down capture | 22.38% |
| Max Drawdown | −18.20% | Ulcer Index | 7.31 |
| MTD | 6.72% | QTD | 29.05% |
| YTD | 97.03% | Window return | 98.04% |
| Skewness | −1.04 | Excess Kurtosis | 5.65 |
| Omega (θ=0) | 1.41 | Tail Ratio | 1.11 |
| Gain/Pain | 0.41 | Hit Rate | 57.02% |
| Win/Loss | 1.05 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.49% | -7.55% | -3.94% | -5.71% |
| CVaR (ES) | -5.97% | -10.62% | -5.03% | -6.59% |
| VaR (Cornish-Fisher) | — | — | -4.36% | -10.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -18.20% | 2025-08-28 | 2025-11-17 | 2026-01-09 | 56 | 36 |
| -15.66% | 2026-06-17 | 2026-06-25 | 2026-07-15 | 5 | 13 |
| -13.12% | 2026-02-02 | 2026-02-05 | 2026-02-25 | 3 | 13 |
| -10.88% | 2026-02-25 | 2026-03-12 | 2026-04-08 | 11 | 18 |
| -5.90% | 2026-05-11 | 2026-05-19 | 2026-05-21 | 6 | 2 |
| -4.55% | 2026-04-27 | 2026-04-29 | 2026-05-05 | 2 | 4 |
| -4.43% | 2026-07-21 | 2026-07-23 | 2026-07-30 | 2 | 5 |
| -2.65% | 2026-05-05 | 2026-05-07 | 2026-05-08 | 2 | 1 |
| -2.48% | 2026-08-13 | 2026-08-20 | ongoing | 5 | — |
| -2.25% | 2026-08-04 | 2026-08-07 | 2026-08-12 | 3 | 3 |
Worst depth first · lengths in trading days.