$109.88
+2.16 (+2.01%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.97% | Sharpe | 0.06 |
| Sortino | 0.08 |
| Beta | 0.28 | Correlation | 0.18 |
| Up capture | −2.30% | Down capture | −15.64% |
| Max Drawdown | −34.06% | Ulcer Index | 15.54 |
| MTD | 0.52% | QTD | 0.10% |
| YTD | 11.77% | Window (ann., 3.0y) | −1.10% |
| Skewness | −1.63 | Excess Kurtosis | 17.75 |
| Omega (θ=0) | 1.01 | Tail Ratio | 0.94 |
| Gain/Pain | 0.01 | Hit Rate | 52.47% |
| Win/Loss | 0.92 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.10% | -3.29% | -2.27% | -3.21% |
| CVaR (ES) | -3.29% | -5.92% | -2.85% | -3.68% |
| VaR (Cornish-Fisher) | — | — | -2.35% | -9.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -34.06% | 2025-03-10 | 2026-04-07 | ongoing | 270 | — |
| -14.68% | 2024-09-09 | 2025-01-10 | 2025-03-07 | 85 | 38 |
| -8.92% | 2023-08-29 | 2023-10-27 | 2024-03-07 | 42 | 89 |
| -6.98% | 2024-04-24 | 2024-05-29 | 2024-06-13 | 24 | 11 |
| -6.31% | 2024-07-22 | 2024-07-31 | 2024-08-20 | 7 | 14 |
| -4.22% | 2024-03-28 | 2024-04-12 | 2024-04-23 | 10 | 7 |
| -2.93% | 2024-06-18 | 2024-07-03 | 2024-07-16 | 10 | 8 |
| -2.87% | 2024-03-13 | 2024-03-18 | 2024-03-28 | 3 | 8 |
| -1.20% | 2023-08-18 | 2023-08-21 | 2023-08-23 | 1 | 2 |
| -1.02% | 2024-09-04 | 2024-09-05 | 2024-09-09 | 1 | 2 |
Worst depth first · lengths in trading days.