$187.60
+6.83 (+3.78%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.35% | Sharpe | 0.02 |
| Sortino | 0.02 |
| Beta | −0.08 | Correlation | −0.05 |
| Up capture | 28.77% | Down capture | 99.39% |
| Max Drawdown | −39.62% | Ulcer Index | 22.27 |
| MTD | 13.27% | QTD | 23.97% |
| YTD | 23.74% | Window (ann., 3.0y) | −2.80% |
| Skewness | −1.91 | Excess Kurtosis | 25.36 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.10 |
| Gain/Pain | 0.00 | Hit Rate | 48.20% |
| Win/Loss | 1.07 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.07% | -3.84% | -2.63% | -3.71% |
| CVaR (ES) | -3.46% | -7.45% | -3.29% | -4.25% |
| VaR (Cornish-Fisher) | — | — | -2.57% | -13.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.62% | 2023-08-28 | 2025-05-06 | ongoing | 423 | — |
| -0.03% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
Worst depth first · lengths in trading days.