$229.30
-13.31 (-5.49%)
USD · as of 2026-08-20 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.04% | Sharpe | 0.37 |
| Sortino | 0.56 |
| Beta | 1.02 | Correlation | 0.25 |
| Up capture | 106.10% | Down capture | 149.77% |
| Max Drawdown | −58.17% | Ulcer Index | 22.67 |
| MTD | 11.57% | QTD | −23.83% |
| YTD | −42.34% | Window (ann., 3.0y) | 6.72% |
| Skewness | 1.18 | Excess Kurtosis | 36.54 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.06 |
| Gain/Pain | 0.08 | Hit Rate | 50.33% |
| Win/Loss | 1.06 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.59% | -6.88% | -4.80% | -6.82% |
| CVaR (ES) | -6.11% | -11.04% | -6.04% | -7.83% |
| VaR (Cornish-Fisher) | — | — | -1.55% | -28.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.17% | 2025-10-20 | 2026-07-30 | ongoing | 191 | — |
| -32.29% | 2023-09-13 | 2024-04-26 | 2024-06-24 | 156 | 39 |
| -25.36% | 2024-10-16 | 2025-04-08 | 2025-05-30 | 118 | 36 |
| -14.02% | 2024-08-29 | 2024-09-06 | 2024-10-15 | 5 | 27 |
| -10.42% | 2024-07-11 | 2024-07-30 | 2024-08-01 | 13 | 2 |
| -7.41% | 2025-09-09 | 2025-09-26 | 2025-10-20 | 13 | 16 |
| -6.26% | 2025-07-03 | 2025-07-15 | 2025-07-30 | 7 | 11 |
| -5.11% | 2025-08-21 | 2025-08-25 | 2025-09-09 | 2 | 10 |
| -4.37% | 2024-08-02 | 2024-08-07 | 2024-08-19 | 3 | 8 |
| -4.14% | 2024-08-20 | 2024-08-26 | 2024-08-29 | 4 | 3 |
Worst depth first · lengths in trading days.