$83.87
+2.35 (+2.88%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.27% | Sharpe | 0.58 |
| Sortino | 0.82 |
| Beta | 0.72 | Correlation | 0.26 |
| Up capture | 80.55% | Down capture | 45.56% |
| Max Drawdown | −32.54% | Ulcer Index | 13.99 |
| MTD | −17.22% | QTD | −12.60% |
| YTD | 3.91% | Window (ann., 3.0y) | 16.08% |
| Skewness | −0.25 | Excess Kurtosis | 30.01 |
| Omega (θ=0) | 1.12 | Tail Ratio | 0.97 |
| Gain/Pain | 0.12 | Hit Rate | 53.81% |
| Win/Loss | 0.96 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.04% | -5.62% | -3.98% | -5.66% |
| CVaR (ES) | -5.46% | -10.69% | -5.01% | -6.50% |
| VaR (Cornish-Fisher) | — | — | -2.65% | -23.41% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.54% | 2026-04-14 | 2026-08-05 | ongoing | 75 | — |
| -27.51% | 2024-11-22 | 2025-04-08 | 2026-02-26 | 91 | 222 |
| -22.70% | 2023-08-29 | 2023-10-26 | 2024-01-22 | 41 | 58 |
| -11.66% | 2024-02-28 | 2024-04-18 | 2024-05-03 | 35 | 11 |
| -11.11% | 2024-07-24 | 2024-08-07 | 2024-08-23 | 10 | 12 |
| -7.84% | 2024-10-09 | 2024-10-25 | 2024-11-01 | 12 | 5 |
| -6.63% | 2026-02-26 | 2026-03-05 | 2026-04-10 | 5 | 25 |
| -5.81% | 2024-08-23 | 2024-09-10 | 2024-09-27 | 11 | 13 |
| -5.24% | 2024-02-12 | 2024-02-13 | 2024-02-16 | 1 | 3 |
| -4.06% | 2024-06-18 | 2024-06-24 | 2024-07-09 | 3 | 10 |
Worst depth first · lengths in trading days.