$107.62
+2.73 (+2.60%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.42% | Sharpe | 0.95 |
| Sortino | 1.41 |
| Beta | 0.71 | Correlation | 0.23 |
| Up capture | 157.22% | Down capture | 84.34% |
| Max Drawdown | −33.92% | Ulcer Index | 13.76 |
| MTD | 30.39% | QTD | 37.50% |
| YTD | 59.91% | Window (ann., 3.0y) | 35.56% |
| Skewness | −0.13 | Excess Kurtosis | 20.87 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.13 |
| Gain/Pain | 0.21 | Hit Rate | 53.14% |
| Win/Loss | 1.05 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.16% | -6.35% | -4.14% | -5.91% |
| CVaR (ES) | -5.54% | -10.84% | -5.23% | -6.80% |
| VaR (Cornish-Fisher) | — | — | -3.13% | -18.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.92% | 2024-08-28 | 2024-11-18 | 2025-03-21 | 57 | 83 |
| -31.69% | 2025-05-07 | 2025-05-14 | 2025-08-20 | 5 | 67 |
| -24.13% | 2026-02-06 | 2026-03-27 | 2026-07-07 | 34 | 65 |
| -22.98% | 2023-08-18 | 2023-10-25 | 2024-05-09 | 47 | 135 |
| -20.96% | 2025-09-22 | 2025-12-09 | 2026-02-05 | 55 | 39 |
| -12.08% | 2025-03-21 | 2025-04-21 | 2025-05-07 | 20 | 12 |
| -7.99% | 2026-07-07 | 2026-07-14 | 2026-07-24 | 5 | 8 |
| -7.63% | 2024-07-26 | 2024-08-06 | 2024-08-14 | 7 | 6 |
| -6.68% | 2024-05-15 | 2024-05-29 | 2024-06-06 | 9 | 6 |
| -4.33% | 2026-08-07 | 2026-08-14 | 2026-08-18 | 5 | 2 |
Worst depth first · lengths in trading days.