$56.48
+1.20 (+2.17%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.00% | Sharpe | −0.30 |
| Sortino | −0.41 |
| Beta | 0.54 | Correlation | 0.26 |
| Up capture | 22.38% | Down capture | 129.55% |
| Max Drawdown | −44.28% | Ulcer Index | 20.19 |
| MTD | 10.96% | QTD | 13.03% |
| YTD | −15.58% | Window (ann., 3.0y) | −10.43% |
| Skewness | 0.00 | Excess Kurtosis | 4.34 |
| Omega (θ=0) | 0.95 | Tail Ratio | 1.03 |
| Gain/Pain | −0.05 | Hit Rate | 50.47% |
| Win/Loss | 0.92 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.38% | -4.35% | -2.72% | -3.84% |
| CVaR (ES) | -3.74% | -5.84% | -3.41% | -4.40% |
| VaR (Cornish-Fisher) | — | — | -2.58% | -5.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.28% | 2025-03-03 | 2026-05-13 | ongoing | 301 | — |
| -29.48% | 2023-08-18 | 2023-10-12 | 2024-09-05 | 38 | 225 |
| -15.01% | 2024-09-16 | 2025-01-13 | 2025-03-03 | 81 | 33 |
| -1.43% | 2024-09-10 | 2024-09-11 | 2024-09-16 | 1 | 3 |
| -0.19% | 2024-09-05 | 2024-09-06 | 2024-09-09 | 1 | 1 |
Worst depth first · lengths in trading days.