$40.00
-0.87 (-2.13%)
USD · as of 2026-08-20 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 51.76% | Sharpe | 1.21 |
| Sortino | 2.00 |
| Beta | 1.28 | Correlation | 0.28 |
| Up capture | 243.18% | Down capture | 98.37% |
| Max Drawdown | −48.86% | Ulcer Index | 22.54 |
| MTD | −1.79% | QTD | −5.44% |
| YTD | 37.36% | Window (ann., 3.0y) | 63.11% |
| Skewness | 1.44 | Excess Kurtosis | 13.16 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.13 |
| Gain/Pain | 0.25 | Hit Rate | 51.13% |
| Win/Loss | 1.16 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.24% | -7.07% | -5.12% | -7.34% |
| CVaR (ES) | -6.30% | -10.45% | -6.48% | -8.44% |
| VaR (Cornish-Fisher) | — | — | -2.78% | -11.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.86% | 2025-01-29 | 2025-07-21 | 2026-05-14 | 118 | 206 |
| -24.32% | 2024-05-03 | 2024-07-02 | 2024-09-17 | 40 | 53 |
| -20.84% | 2024-03-20 | 2024-04-18 | 2024-05-01 | 20 | 9 |
| -17.56% | 2026-07-06 | 2026-07-23 | ongoing | 13 | — |
| -14.00% | 2023-09-07 | 2023-11-07 | 2024-02-14 | 43 | 67 |
| -13.07% | 2024-11-27 | 2024-12-18 | 2025-01-06 | 14 | 11 |
| -10.63% | 2023-08-29 | 2023-08-31 | 2023-09-07 | 2 | 4 |
| -9.26% | 2026-05-28 | 2026-06-03 | 2026-06-25 | 4 | 12 |
| -5.10% | 2024-09-24 | 2024-09-26 | 2024-09-30 | 2 | 2 |
| -4.67% | 2025-01-06 | 2025-01-10 | 2025-01-15 | 3 | 3 |
Worst depth first · lengths in trading days.