$25.53
+0.02 (+0.08%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 43.51% | Sharpe | −0.61 |
| Sortino | −0.75 |
| Beta | −0.75 | Correlation | −0.26 |
| Up capture | −59.03% | Down capture | 186.12% |
| Max Drawdown | −50.40% | Ulcer Index | 22.71 |
| MTD | 10.19% | QTD | 18.41% |
| YTD | −31.39% | Window return | −29.42% |
| Skewness | −2.18 | Excess Kurtosis | 14.18 |
| Omega (θ=0) | 0.89 | Tail Ratio | 0.99 |
| Gain/Pain | −0.11 | Hit Rate | 47.93% |
| Win/Loss | 0.96 | Upside Potential | 0.38 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.69% | -7.66% | -4.61% | -6.48% |
| CVaR (ES) | -6.84% | -14.82% | -5.76% | -7.41% |
| VaR (Cornish-Fisher) | — | — | -5.28% | -15.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.40% | 2026-02-20 | 2026-06-25 | ongoing | 76 | — |
| -21.92% | 2025-08-22 | 2025-12-04 | 2026-01-12 | 72 | 25 |
| -6.93% | 2026-01-13 | 2026-01-28 | 2026-02-04 | 10 | 5 |
| -5.51% | 2026-02-10 | 2026-02-12 | 2026-02-20 | 2 | 5 |
| -0.77% | 2026-02-04 | 2026-02-05 | 2026-02-10 | 1 | 3 |
Worst depth first · lengths in trading days.