$181.35
-1.82 (-0.99%)
USD · as of 2026-08-20 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.74% | Sharpe | −0.32 |
| Sortino | −0.42 |
| Beta | 0.86 | Correlation | 0.29 |
| Up capture | 88.83% | Down capture | 377.70% |
| Max Drawdown | −67.78% | Ulcer Index | 29.60 |
| MTD | 9.30% | QTD | 45.73% |
| YTD | −31.44% | Window (ann., 3.0y) | −14.51% |
| Skewness | −0.99 | Excess Kurtosis | 9.83 |
| Omega (θ=0) | 0.94 | Tail Ratio | 0.87 |
| Gain/Pain | −0.06 | Hit Rate | 50.60% |
| Win/Loss | 0.92 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.26% | -5.86% | -3.43% | -4.84% |
| CVaR (ES) | -5.18% | -8.72% | -4.30% | -5.54% |
| VaR (Cornish-Fisher) | — | — | -3.57% | -10.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -67.78% | 2025-02-05 | 2026-06-30 | ongoing | 347 | — |
| -26.89% | 2024-03-07 | 2024-06-03 | 2025-01-30 | 60 | 165 |
| -11.26% | 2023-09-07 | 2023-10-27 | 2023-11-16 | 36 | 14 |
| -5.03% | 2023-12-22 | 2024-01-05 | 2024-01-12 | 8 | 5 |
| -3.33% | 2024-01-29 | 2024-02-21 | 2024-02-23 | 16 | 2 |
| -1.78% | 2024-03-04 | 2024-03-05 | 2024-03-07 | 1 | 2 |
| -1.35% | 2023-12-15 | 2023-12-20 | 2023-12-21 | 3 | 1 |
| -0.88% | 2023-12-01 | 2023-12-07 | 2023-12-11 | 4 | 2 |
| -0.86% | 2024-02-28 | 2024-02-29 | 2024-03-01 | 1 | 1 |
| -0.50% | 2024-01-12 | 2024-01-16 | 2024-01-18 | 1 | 2 |
Worst depth first · lengths in trading days.