$37.93
+0.45 (+1.20%)
USD · as of 2026-08-21 · marketstack
From 250 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 41.58% | Sharpe | 1.12 |
| Sortino | 1.69 |
| Beta | −0.79 | Correlation | −0.53 |
| Up capture | 27.05% | Down capture | −459.99% |
| Max Drawdown | −22.74% | Ulcer Index | 8.23 |
| MTD | −4.05% | QTD | −9.41% |
| YTD | 26.06% | Window return | 45.60% |
| Skewness | 0.21 | Excess Kurtosis | 2.12 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.09 |
| Gain/Pain | 0.21 | Hit Rate | 52.40% |
| Win/Loss | 1.10 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.79% | -6.81% | -4.12% | -5.91% |
| CVaR (ES) | -5.49% | -7.88% | -5.22% | -6.80% |
| VaR (Cornish-Fisher) | — | — | -3.85% | -6.76% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.74% | 2025-09-11 | 2025-10-10 | 2025-11-11 | 21 | 22 |
| -14.49% | 2026-08-07 | 2026-08-20 | ongoing | 9 | — |
| -14.33% | 2025-11-12 | 2026-01-16 | 2026-02-02 | 44 | 10 |
| -14.12% | 2026-04-09 | 2026-05-12 | 2026-06-10 | 23 | 18 |
| -11.68% | 2026-06-17 | 2026-06-24 | 2026-08-07 | 4 | 31 |
| -9.08% | 2026-03-24 | 2026-03-27 | 2026-03-31 | 3 | 2 |
| -8.57% | 2026-03-04 | 2026-03-06 | 2026-03-20 | 2 | 10 |
| -6.24% | 2026-02-11 | 2026-02-24 | 2026-03-04 | 8 | 6 |
| -2.87% | 2026-02-02 | 2026-02-04 | 2026-02-05 | 2 | 1 |
| -2.02% | 2025-08-21 | 2025-08-27 | 2025-08-29 | 4 | 2 |
Worst depth first · lengths in trading days.