$94.13
+2.04 (+2.22%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.25% | Sharpe | 0.49 |
| Sortino | 0.71 |
| Beta | 0.49 | Correlation | 0.25 |
| Up capture | 86.02% | Down capture | 150.63% |
| Max Drawdown | −28.90% | Ulcer Index | 9.71 |
| MTD | 10.24% | QTD | 20.32% |
| YTD | −0.32% | Window (ann., 3.0y) | 8.43% |
| Skewness | −0.10 | Excess Kurtosis | 3.15 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.03 |
| Gain/Pain | 0.09 | Hit Rate | 52.07% |
| Win/Loss | 0.99 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.06% | -3.44% | -2.16% | -3.07% |
| CVaR (ES) | -2.97% | -4.89% | -2.72% | -3.53% |
| VaR (Cornish-Fisher) | — | — | -2.11% | -4.15% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.90% | 2025-11-25 | 2026-06-02 | ongoing | 128 | — |
| -16.36% | 2023-08-22 | 2023-10-27 | 2023-12-14 | 47 | 33 |
| -13.95% | 2025-03-07 | 2025-05-23 | 2025-08-15 | 54 | 57 |
| -13.31% | 2024-10-23 | 2024-12-19 | 2025-01-27 | 40 | 23 |
| -11.27% | 2024-02-01 | 2024-07-08 | 2024-08-21 | 107 | 32 |
| -8.50% | 2025-10-06 | 2025-11-06 | 2025-11-18 | 23 | 8 |
| -7.26% | 2025-02-14 | 2025-02-18 | 2025-03-03 | 1 | 9 |
| -3.63% | 2024-09-04 | 2024-10-07 | 2024-10-18 | 23 | 9 |
| -3.35% | 2025-08-15 | 2025-08-19 | 2025-08-20 | 2 | 1 |
| -3.09% | 2024-01-12 | 2024-01-24 | 2024-01-29 | 7 | 3 |
Worst depth first · lengths in trading days.