$168.55
+5.98 (+3.68%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 52.06% | Sharpe | 1.35 |
| Sortino | 2.08 |
| Beta | −0.22 | Correlation | −0.06 |
| Up capture | 140.89% | Down capture | −237.94% |
| Max Drawdown | −36.60% | Ulcer Index | 16.64 |
| MTD | 6.27% | QTD | 9.46% |
| YTD | 5.37% | Window (ann., 3.0y) | 75.44% |
| Skewness | 0.05 | Excess Kurtosis | 3.34 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.36 |
| Gain/Pain | 0.28 | Hit Rate | 51.81% |
| Win/Loss | 1.18 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.38% | -9.60% | -5.12% | -7.35% |
| CVaR (ES) | -7.44% | -11.87% | -6.49% | -8.46% |
| VaR (Cornish-Fisher) | — | — | -4.84% | -9.78% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.60% | 2024-11-14 | 2025-01-16 | 2025-10-16 | 41 | 188 |
| -32.66% | 2024-02-14 | 2024-04-17 | 2024-05-30 | 43 | 30 |
| -29.10% | 2026-02-27 | 2026-06-02 | ongoing | 63 | — |
| -20.31% | 2023-08-29 | 2023-09-21 | 2023-10-24 | 16 | 23 |
| -15.04% | 2023-12-27 | 2024-01-03 | 2024-01-17 | 4 | 9 |
| -13.23% | 2024-10-29 | 2024-10-30 | 2024-11-01 | 1 | 2 |
| -11.37% | 2025-11-18 | 2025-11-20 | 2025-11-24 | 2 | 2 |
| -9.87% | 2025-11-10 | 2025-11-11 | 2025-11-18 | 1 | 5 |
| -9.49% | 2025-12-29 | 2026-01-15 | 2026-01-27 | 12 | 7 |
| -9.18% | 2024-06-13 | 2024-07-02 | 2024-07-19 | 12 | 12 |
Worst depth first · lengths in trading days.