$89.88
+0.28 (+0.31%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.77% | Sharpe | 0.14 |
| Sortino | 0.19 |
| Beta | 1.48 | Correlation | 0.40 |
| Up capture | 87.57% | Down capture | 190.15% |
| Max Drawdown | −60.95% | Ulcer Index | 40.33 |
| MTD | 7.71% | QTD | 33.45% |
| YTD | 35.42% | Window (ann., 3.0y) | −5.37% |
| Skewness | −3.13 | Excess Kurtosis | 46.49 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.11 |
| Gain/Pain | 0.03 | Hit Rate | 50.73% |
| Win/Loss | 0.99 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.66% | -7.77% | -4.92% | -6.97% |
| CVaR (ES) | -6.71% | -13.98% | -6.18% | -7.99% |
| VaR (Cornish-Fisher) | — | — | -4.22% | -35.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.95% | 2024-04-09 | 2025-11-10 | ongoing | 399 | — |
| -29.64% | 2023-09-11 | 2023-10-12 | 2023-11-20 | 23 | 27 |
| -11.94% | 2024-01-09 | 2024-02-28 | 2024-03-06 | 34 | 5 |
| -7.19% | 2023-08-22 | 2023-08-28 | 2023-09-11 | 4 | 9 |
| -5.44% | 2023-12-18 | 2023-12-20 | 2023-12-26 | 2 | 3 |
| -4.83% | 2024-03-25 | 2024-04-04 | 2024-04-09 | 7 | 3 |
| -4.34% | 2024-03-12 | 2024-03-14 | 2024-03-25 | 2 | 7 |
| -3.13% | 2023-12-28 | 2024-01-03 | 2024-01-08 | 3 | 3 |
| -1.63% | 2024-03-08 | 2024-03-11 | 2024-03-12 | 1 | 1 |
| -1.61% | 2023-12-07 | 2023-12-08 | 2023-12-12 | 1 | 2 |
Worst depth first · lengths in trading days.