$42.59
+1.27 (+3.07%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 46.64% | Sharpe | 0.83 |
| Sortino | 1.10 |
| Beta | 1.90 | Correlation | 0.51 |
| Up capture | 225.24% | Down capture | 501.88% |
| Max Drawdown | −37.00% | Ulcer Index | 17.04 |
| MTD | −9.46% | QTD | 14.61% |
| YTD | −4.03% | Window return | 29.97% |
| Skewness | −1.90 | Excess Kurtosis | 13.90 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.15 |
| Gain/Pain | 0.16 | Hit Rate | 54.13% |
| Win/Loss | 0.98 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.87% | -6.58% | -4.68% | -6.68% |
| CVaR (ES) | -6.41% | -12.77% | -5.91% | -7.68% |
| VaR (Cornish-Fisher) | — | — | -5.24% | -16.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.00% | 2026-05-14 | 2026-06-23 | ongoing | 16 | — |
| -26.79% | 2025-11-12 | 2026-03-27 | 2026-05-08 | 92 | 29 |
| -7.16% | 2025-10-08 | 2025-10-21 | 2025-11-03 | 9 | 9 |
| -7.08% | 2025-09-25 | 2025-10-01 | 2025-10-03 | 4 | 2 |
| -7.00% | 2025-08-29 | 2025-09-05 | 2025-09-08 | 4 | 1 |
| -3.06% | 2025-08-21 | 2025-08-25 | 2025-08-27 | 2 | 2 |
| -2.66% | 2025-11-03 | 2025-11-04 | 2025-11-05 | 1 | 1 |
| -2.54% | 2025-09-08 | 2025-09-10 | 2025-09-16 | 2 | 4 |
| -2.16% | 2025-09-18 | 2025-09-19 | 2025-09-22 | 1 | 1 |
Worst depth first · lengths in trading days.