$189.55
+5.40 (+2.93%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 48.72% | Sharpe | 0.91 |
| Sortino | 1.43 |
| Beta | 0.98 | Correlation | 0.26 |
| Up capture | 169.13% | Down capture | 74.80% |
| Max Drawdown | −53.68% | Ulcer Index | 25.25 |
| MTD | 13.69% | QTD | 35.63% |
| YTD | 67.88% | Window (ann., 3.0y) | 38.28% |
| Skewness | 0.96 | Excess Kurtosis | 14.08 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.18 |
| Gain/Pain | 0.19 | Hit Rate | 50.80% |
| Win/Loss | 1.15 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.83% | -7.77% | -4.87% | -6.96% |
| CVaR (ES) | -6.36% | -11.53% | -6.16% | -8.00% |
| VaR (Cornish-Fisher) | — | — | -3.11% | -13.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -53.68% | 2025-01-23 | 2025-10-24 | 2026-07-29 | 190 | 187 |
| -24.05% | 2023-09-27 | 2023-11-27 | 2023-12-15 | 42 | 14 |
| -12.48% | 2024-02-12 | 2024-03-05 | 2024-04-05 | 15 | 22 |
| -10.23% | 2023-12-21 | 2024-01-03 | 2024-01-09 | 7 | 4 |
| -10.20% | 2024-08-28 | 2024-09-17 | 2024-10-29 | 13 | 30 |
| -9.60% | 2024-07-16 | 2024-08-05 | 2024-08-16 | 14 | 9 |
| -7.80% | 2024-10-30 | 2024-11-05 | 2024-11-06 | 4 | 1 |
| -6.43% | 2025-01-08 | 2025-01-14 | 2025-01-21 | 3 | 4 |
| -6.10% | 2024-04-09 | 2024-04-18 | 2024-05-02 | 7 | 10 |
| -5.90% | 2024-11-19 | 2024-12-05 | 2024-12-17 | 11 | 8 |
Worst depth first · lengths in trading days.