$92.28
+1.30 (+1.43%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.70% | Sharpe | 0.37 |
| Sortino | 0.48 |
| Beta | 0.85 | Correlation | 0.39 |
| Up capture | 53.61% | Down capture | 54.92% |
| Max Drawdown | −37.53% | Ulcer Index | 17.65 |
| MTD | 7.22% | QTD | 2.01% |
| YTD | 8.25% | Window (ann., 3.0y) | 6.42% |
| Skewness | −4.77 | Excess Kurtosis | 81.69 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.13 |
| Gain/Pain | 0.08 | Hit Rate | 48.87% |
| Win/Loss | 1.12 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.31% | -3.34% | -3.24% | -4.60% |
| CVaR (ES) | -3.82% | -7.82% | -4.07% | -5.28% |
| VaR (Cornish-Fisher) | — | — | -1.80% | -32.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.53% | 2024-03-28 | 2024-07-25 | ongoing | 81 | — |
| -20.71% | 2023-08-29 | 2023-10-27 | 2024-01-31 | 42 | 64 |
| -3.83% | 2024-02-06 | 2024-02-29 | 2024-03-06 | 16 | 4 |
| -3.18% | 2024-03-07 | 2024-03-11 | 2024-03-19 | 2 | 6 |
| -2.05% | 2023-08-18 | 2023-08-24 | 2023-08-29 | 4 | 3 |
| -1.61% | 2024-03-21 | 2024-03-25 | 2024-03-27 | 2 | 2 |
| -1.35% | 2024-03-19 | 2024-03-20 | 2024-03-21 | 1 | 1 |
| -0.03% | 2024-02-02 | 2024-02-05 | 2024-02-06 | 1 | 1 |
Worst depth first · lengths in trading days.