$50.18
+0.70 (+1.41%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.91% | Sharpe | 0.73 |
| Sortino | 1.16 |
| Beta | 0.60 | Correlation | 0.22 |
| Up capture | 105.38% | Down capture | 46.66% |
| Max Drawdown | −29.33% | Ulcer Index | 15.46 |
| MTD | 2.43% | QTD | −4.23% |
| YTD | 79.34% | Window (ann., 3.0y) | 22.66% |
| Skewness | 0.94 | Excess Kurtosis | 7.04 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.19 |
| Gain/Pain | 0.14 | Hit Rate | 48.87% |
| Win/Loss | 1.17 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.30% | -5.46% | -3.82% | -5.45% |
| CVaR (ES) | -4.83% | -7.44% | -4.82% | -6.26% |
| VaR (Cornish-Fisher) | — | — | -2.80% | -6.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.33% | 2024-02-15 | 2024-07-10 | 2025-02-12 | 99 | 149 |
| -27.42% | 2025-02-13 | 2025-07-25 | 2026-05-05 | 111 | 195 |
| -23.44% | 2023-09-12 | 2023-10-25 | 2024-01-02 | 31 | 46 |
| -12.46% | 2026-07-07 | 2026-07-29 | ongoing | 16 | — |
| -10.81% | 2024-01-08 | 2024-02-05 | 2024-02-15 | 19 | 8 |
| -8.33% | 2023-08-21 | 2023-08-25 | 2023-09-12 | 4 | 11 |
| -6.10% | 2026-06-26 | 2026-07-01 | 2026-07-06 | 3 | 2 |
| -5.42% | 2026-05-13 | 2026-05-22 | 2026-05-28 | 7 | 3 |
| -3.48% | 2026-05-05 | 2026-05-08 | 2026-05-12 | 3 | 2 |
| -2.25% | 2026-06-01 | 2026-06-02 | 2026-06-03 | 1 | 1 |
Worst depth first · lengths in trading days.