$164.49
-0.46 (-0.28%)
USD · as of 2026-08-20 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.41% | Sharpe | 0.45 |
| Sortino | 0.64 |
| Beta | −0.07 | Correlation | −0.04 |
| Up capture | 28.32% | Down capture | −28.66% |
| Max Drawdown | −27.87% | Ulcer Index | 12.08 |
| MTD | −3.04% | QTD | −13.25% |
| YTD | −8.65% | Window (ann., 3.0y) | 8.37% |
| Skewness | −0.09 | Excess Kurtosis | 4.71 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.00 |
| Gain/Pain | 0.08 | Hit Rate | 53.07% |
| Win/Loss | 0.95 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.37% | -4.26% | -2.49% | -3.53% |
| CVaR (ES) | -3.53% | -5.86% | -3.13% | -4.05% |
| VaR (Cornish-Fisher) | — | — | -2.38% | -5.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.87% | 2024-08-30 | 2024-11-20 | 2025-10-07 | 57 | 218 |
| -25.34% | 2026-02-27 | 2026-08-04 | ongoing | 106 | — |
| -12.28% | 2024-01-10 | 2024-02-13 | 2024-04-11 | 23 | 40 |
| -10.66% | 2023-10-17 | 2023-10-27 | 2024-01-10 | 8 | 50 |
| -6.64% | 2026-01-14 | 2026-01-20 | 2026-02-06 | 3 | 13 |
| -5.50% | 2025-10-07 | 2025-11-05 | 2025-11-10 | 21 | 3 |
| -5.15% | 2024-06-06 | 2024-07-09 | 2024-08-01 | 21 | 17 |
| -4.17% | 2023-08-29 | 2023-10-03 | 2023-10-17 | 24 | 10 |
| -3.92% | 2024-05-21 | 2024-05-29 | 2024-06-04 | 5 | 4 |
| -3.75% | 2025-11-26 | 2025-12-09 | 2026-01-06 | 8 | 18 |
Worst depth first · lengths in trading days.