$108.41
+3.76 (+3.59%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.11% | Sharpe | 0.40 |
| Sortino | 0.61 |
| Beta | 0.51 | Correlation | 0.12 |
| Up capture | 101.11% | Down capture | 117.59% |
| Max Drawdown | −51.04% | Ulcer Index | 26.18 |
| MTD | 26.74% | QTD | 44.55% |
| YTD | 35.26% | Window (ann., 3.0y) | 8.49% |
| Skewness | 1.20 | Excess Kurtosis | 44.21 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.06 |
| Gain/Pain | 0.09 | Hit Rate | 50.87% |
| Win/Loss | 1.04 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.20% | -5.80% | -4.30% | -6.10% |
| CVaR (ES) | -5.36% | -10.38% | -5.40% | -7.00% |
| VaR (Cornish-Fisher) | — | — | -0.95% | -29.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.04% | 2024-05-14 | 2025-09-25 | 2026-08-18 | 342 | 221 |
| -23.08% | 2023-10-10 | 2024-02-14 | 2024-05-02 | 87 | 54 |
| -5.78% | 2023-09-20 | 2023-10-04 | 2023-10-10 | 10 | 4 |
| -3.47% | 2023-08-30 | 2023-09-05 | 2023-09-11 | 3 | 4 |
| -2.91% | 2024-05-06 | 2024-05-09 | 2024-05-10 | 3 | 1 |
| -1.26% | 2023-09-11 | 2023-09-13 | 2023-09-18 | 2 | 3 |
| -0.20% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.12% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
Worst depth first · lengths in trading days.