$80.76
-1.69 (-2.05%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.51% | Sharpe | 0.23 |
| Sortino | 0.30 |
| Beta | 0.54 | Correlation | 0.26 |
| Up capture | 61.50% | Down capture | 114.39% |
| Max Drawdown | −46.80% | Ulcer Index | 25.04 |
| MTD | 1.88% | QTD | 5.71% |
| YTD | 42.47% | Window (ann., 3.0y) | 2.33% |
| Skewness | −3.03 | Excess Kurtosis | 38.73 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.05 |
| Gain/Pain | 0.04 | Hit Rate | 50.20% |
| Win/Loss | 1.03 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.52% | -4.34% | -3.03% | -4.30% |
| CVaR (ES) | -4.19% | -8.04% | -3.81% | -4.93% |
| VaR (Cornish-Fisher) | — | — | -2.86% | -18.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.80% | 2023-08-18 | 2025-04-08 | 2026-05-04 | 410 | 268 |
| -12.29% | 2026-07-22 | 2026-08-07 | ongoing | 12 | — |
| -10.74% | 2026-06-03 | 2026-06-24 | 2026-07-17 | 11 | 16 |
| -6.35% | 2026-05-13 | 2026-05-21 | 2026-06-01 | 6 | 6 |
| -2.10% | 2026-05-05 | 2026-05-07 | 2026-05-11 | 2 | 2 |
| -0.27% | 2026-07-17 | 2026-07-20 | 2026-07-21 | 1 | 1 |
| -0.19% | 2026-06-01 | 2026-06-02 | 2026-06-03 | 1 | 1 |
Worst depth first · lengths in trading days.