$354.53
—
USD · final close, as of 2026-06-30 · marketstack
Delisted — acquired 2026-07-01 (QXO)
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.88% | Sharpe | 0.44 |
| Sortino | 0.67 |
| Beta | 2.26 | Correlation | 0.63 |
| Up capture | 197.68% | Down capture | 368.60% |
Relative Value shows 1.81 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.41% | Ulcer Index | 20.93 |
| MTD | 0.00% | QTD | 0.00% |
| YTD | −15.02% | Window (ann., 3.0y) | 10.30% |
| Skewness | 0.58 | Excess Kurtosis | 6.20 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.08 |
| Gain/Pain | 0.08 | Hit Rate | 50.87% |
| Win/Loss | 1.03 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.90% | -5.60% | -4.27% | -6.06% |
| CVaR (ES) | -5.37% | -7.85% | -5.37% | -6.96% |
| VaR (Cornish-Fisher) | — | — | -3.49% | -8.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.41% | 2024-07-30 | 2025-04-08 | 2026-01-13 | 173 | 192 |
| -39.12% | 2026-02-13 | 2026-03-30 | ongoing | 30 | — |
| -27.63% | 2023-08-14 | 2023-10-25 | 2023-12-01 | 51 | 27 |
| -16.35% | 2024-04-05 | 2024-07-02 | 2024-07-16 | 60 | 9 |
| -8.33% | 2023-12-27 | 2024-01-04 | 2024-01-22 | 5 | 11 |
| -7.30% | 2026-01-15 | 2026-02-02 | 2026-02-06 | 11 | 4 |
| -6.16% | 2024-07-16 | 2024-07-24 | 2024-07-26 | 6 | 2 |
| -5.68% | 2024-01-22 | 2024-01-24 | 2024-02-08 | 2 | 11 |
| -5.23% | 2024-02-27 | 2024-02-28 | 2024-03-07 | 1 | 6 |
| -4.53% | 2023-07-17 | 2023-07-27 | 2023-08-03 | 8 | 5 |
Worst depth first · lengths in trading days.