$22.63
-0.07 (-0.31%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 48.16% | Sharpe | 1.16 |
| Sortino | 1.67 |
| Beta | 1.84 | Correlation | 0.59 |
| Up capture | 248.21% | Down capture | 323.40% |
| Max Drawdown | −32.47% | Ulcer Index | 12.64 |
| MTD | 10.66% | QTD | 6.04% |
| YTD | 21.61% | Window return | 52.79% |
| Skewness | −0.13 | Excess Kurtosis | 4.38 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.03 |
| Gain/Pain | 0.22 | Hit Rate | 58.68% |
| Win/Loss | 0.85 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.29% | -8.43% | -4.77% | -6.84% |
| CVaR (ES) | -6.66% | -11.02% | -6.04% | -7.86% |
| VaR (Cornish-Fisher) | — | — | -4.61% | -10.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.47% | 2026-05-20 | 2026-07-06 | ongoing | 20 | — |
| -18.32% | 2026-03-19 | 2026-04-01 | 2026-04-29 | 9 | 19 |
| -15.23% | 2025-09-16 | 2025-10-10 | 2025-11-05 | 18 | 18 |
| -13.35% | 2025-11-05 | 2025-11-20 | 2025-12-10 | 11 | 13 |
| -8.66% | 2026-02-26 | 2026-03-12 | 2026-03-19 | 10 | 5 |
| -8.29% | 2025-08-22 | 2025-09-09 | 2025-09-16 | 11 | 5 |
| -6.01% | 2026-02-03 | 2026-02-05 | 2026-02-06 | 2 | 1 |
| -5.62% | 2026-01-22 | 2026-01-28 | 2026-02-02 | 4 | 3 |
| -5.44% | 2025-12-11 | 2025-12-17 | 2026-01-02 | 4 | 10 |
| -4.68% | 2026-02-06 | 2026-02-12 | 2026-02-18 | 4 | 3 |
Worst depth first · lengths in trading days.