$78.47
-2.33 (-2.88%)
USD · as of 2026-08-20 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.83% | Sharpe | 1.30 |
| Sortino | 2.24 |
| Beta | 0.07 | Correlation | 0.02 |
| Up capture | 155.65% | Down capture | −137.55% |
| Max Drawdown | −34.14% | Ulcer Index | 12.39 |
| MTD | 5.56% | QTD | 22.71% |
| YTD | 90.23% | Window (ann., 3.0y) | 65.96% |
| Skewness | 2.07 | Excess Kurtosis | 17.86 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.10 |
| Gain/Pain | 0.28 | Hit Rate | 52.61% |
| Win/Loss | 1.14 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.80% | -6.44% | -4.71% | -6.76% |
| CVaR (ES) | -5.54% | -8.78% | -5.97% | -7.78% |
| VaR (Cornish-Fisher) | — | — | -1.61% | -9.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -34.14% | 2024-10-28 | 2025-01-13 | 2025-05-01 | 51 | 75 |
| -22.36% | 2024-03-01 | 2024-04-18 | 2024-07-16 | 33 | 60 |
| -21.12% | 2026-05-12 | 2026-06-02 | 2026-06-23 | 14 | 11 |
| -20.34% | 2023-08-23 | 2023-11-09 | 2023-12-18 | 55 | 26 |
| -14.33% | 2026-04-06 | 2026-04-21 | 2026-04-28 | 9 | 5 |
| -13.87% | 2024-08-26 | 2024-10-07 | 2024-10-28 | 29 | 15 |
| -13.19% | 2025-06-09 | 2025-07-25 | 2025-07-29 | 32 | 2 |
| -12.87% | 2025-12-22 | 2026-01-15 | 2026-01-27 | 16 | 7 |
| -11.76% | 2024-01-03 | 2024-01-31 | 2024-02-09 | 19 | 7 |
| -10.49% | 2026-02-20 | 2026-02-25 | 2026-03-31 | 3 | 24 |
Worst depth first · lengths in trading days.