$267.37
-6.04 (-2.21%)
USD · as of 2026-08-20 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 17.94% | Sharpe | 1.13 |
| Sortino | 1.70 |
| Beta | 0.09 | Correlation | 0.06 |
| Up capture | 72.51% | Down capture | 0.00% |
| Max Drawdown | −14.45% | Ulcer Index | 6.02 |
| MTD | 4.30% | QTD | 5.28% |
| YTD | 30.63% | Window (ann., 3.0y) | 20.40% |
| Skewness | −0.05 | Excess Kurtosis | 4.60 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.09 |
| Gain/Pain | 0.22 | Hit Rate | 54.47% |
| Win/Loss | 1.02 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.71% | -2.42% | -1.78% | -2.55% |
| CVaR (ES) | -2.33% | -3.68% | -2.25% | -2.93% |
| VaR (Cornish-Fisher) | — | — | -1.69% | -3.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -14.45% | 2024-09-10 | 2025-01-10 | 2025-02-25 | 84 | 30 |
| -12.73% | 2025-03-10 | 2025-05-14 | 2025-07-22 | 46 | 46 |
| -12.42% | 2023-08-25 | 2023-10-27 | 2024-08-02 | 44 | 191 |
| -10.96% | 2026-03-02 | 2026-05-08 | 2026-06-26 | 48 | 30 |
| -7.57% | 2026-07-07 | 2026-07-15 | 2026-08-18 | 6 | 24 |
| -4.60% | 2025-12-15 | 2026-01-05 | 2026-01-14 | 13 | 7 |
| -3.99% | 2025-10-20 | 2025-11-05 | 2025-11-11 | 12 | 4 |
| -3.66% | 2025-11-26 | 2025-12-09 | 2025-12-11 | 8 | 2 |
| -3.50% | 2024-08-02 | 2024-08-13 | 2024-08-26 | 7 | 9 |
| -2.84% | 2025-07-24 | 2025-07-31 | 2025-08-04 | 5 | 2 |
Worst depth first · lengths in trading days.