$18.11
-0.08 (-0.44%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.90% | Sharpe | 1.47 |
| Sortino | 2.54 |
| Beta | 0.67 | Correlation | 0.23 |
| Up capture | 184.09% | Down capture | −26.78% |
| Max Drawdown | −24.65% | Ulcer Index | 9.91 |
| MTD | −1.15% | QTD | 4.62% |
| YTD | 43.73% | Window (ann., 3.0y) | 69.47% |
| Skewness | 1.36 | Excess Kurtosis | 8.35 |
| Omega (θ=0) | 1.30 | Tail Ratio | 1.26 |
| Gain/Pain | 0.30 | Hit Rate | 49.80% |
| Win/Loss | 1.26 | Upside Potential | 0.69 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.31% | -5.35% | -4.10% | -5.89% |
| CVaR (ES) | -4.84% | -6.87% | -5.20% | -6.79% |
| VaR (Cornish-Fisher) | — | — | -2.54% | -6.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.65% | 2024-11-12 | 2025-04-10 | 2025-08-13 | 101 | 85 |
| -23.29% | 2023-09-18 | 2023-10-23 | 2023-11-14 | 25 | 16 |
| -22.25% | 2026-02-17 | 2026-05-19 | 2026-06-11 | 64 | 13 |
| -15.62% | 2023-12-27 | 2024-01-17 | 2024-03-19 | 13 | 43 |
| -15.46% | 2024-03-19 | 2024-04-18 | 2024-05-03 | 21 | 11 |
| -12.53% | 2023-08-29 | 2023-09-06 | 2023-09-18 | 5 | 8 |
| -11.84% | 2024-07-16 | 2024-08-05 | 2024-08-08 | 14 | 3 |
| -10.69% | 2024-06-12 | 2024-06-28 | 2024-07-11 | 11 | 8 |
| -10.47% | 2026-07-29 | 2026-08-11 | ongoing | 9 | — |
| -8.30% | 2023-12-08 | 2023-12-12 | 2023-12-15 | 2 | 3 |
Worst depth first · lengths in trading days.