$80.32
+0.12 (+0.15%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 60.02% | Sharpe | 0.57 |
| Sortino | 0.79 |
| Beta | 2.37 | Correlation | 0.53 |
| Up capture | 224.22% | Down capture | 354.54% |
| Max Drawdown | −64.79% | Ulcer Index | 28.52 |
| MTD | 4.31% | QTD | 9.82% |
| YTD | 1.15% | Window (ann., 3.0y) | 15.76% |
| Skewness | −1.79 | Excess Kurtosis | 32.26 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.13 |
| Gain/Pain | 0.12 | Hit Rate | 51.67% |
| Win/Loss | 1.04 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.41% | -8.45% | -6.08% | -8.66% |
| CVaR (ES) | -8.01% | -16.59% | -7.66% | -9.94% |
| VaR (Cornish-Fisher) | — | — | -5.32% | -37.59% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.79% | 2024-03-01 | 2024-04-25 | 2025-10-15 | 38 | 369 |
| -40.55% | 2025-11-24 | 2026-02-13 | ongoing | 55 | — |
| -24.68% | 2023-08-23 | 2023-10-23 | 2023-12-05 | 42 | 30 |
| -9.14% | 2024-01-22 | 2024-01-24 | 2024-02-05 | 2 | 8 |
| -7.73% | 2024-02-05 | 2024-02-26 | 2024-03-01 | 14 | 4 |
| -7.07% | 2025-10-17 | 2025-11-10 | 2025-11-14 | 16 | 4 |
| -6.65% | 2023-12-11 | 2023-12-28 | 2024-01-08 | 12 | 6 |
| -4.51% | 2024-01-17 | 2024-01-18 | 2024-01-22 | 1 | 2 |
| -3.76% | 2024-01-09 | 2024-01-11 | 2024-01-17 | 2 | 3 |
| -3.40% | 2025-10-15 | 2025-10-16 | 2025-10-17 | 1 | 1 |
Worst depth first · lengths in trading days.