$180.66
-0.28 (-0.15%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.23% | Sharpe | 1.09 |
| Sortino | 1.83 |
| Beta | 0.83 | Correlation | 0.38 |
| Up capture | 126.71% | Down capture | 76.16% |
| Max Drawdown | −20.66% | Ulcer Index | 7.90 |
| MTD | 2.48% | QTD | 11.58% |
| YTD | 13.93% | Window (ann., 3.0y) | 32.74% |
| Skewness | 2.31 | Excess Kurtosis | 30.81 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.13 |
| Gain/Pain | 0.24 | Hit Rate | 51.67% |
| Win/Loss | 1.14 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.31% | -3.76% | -3.00% | -4.30% |
| CVaR (ES) | -3.56% | -6.38% | -3.80% | -4.94% |
| VaR (Cornish-Fisher) | — | — | -0.37% | -10.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.66% | 2023-09-11 | 2023-10-23 | 2023-12-14 | 30 | 37 |
| -18.77% | 2026-02-12 | 2026-03-20 | 2026-07-27 | 25 | 84 |
| -18.71% | 2025-02-28 | 2025-04-21 | 2025-07-09 | 35 | 54 |
| -15.98% | 2024-01-02 | 2024-02-14 | 2024-04-01 | 30 | 31 |
| -11.51% | 2025-12-03 | 2026-01-30 | 2026-02-10 | 39 | 7 |
| -10.53% | 2024-09-26 | 2024-10-25 | 2025-01-16 | 21 | 55 |
| -9.20% | 2025-07-17 | 2025-08-01 | 2025-08-13 | 11 | 8 |
| -6.72% | 2025-09-11 | 2025-10-10 | 2025-10-21 | 21 | 7 |
| -6.67% | 2024-05-17 | 2024-05-29 | 2024-07-17 | 7 | 33 |
| -6.42% | 2025-10-23 | 2025-11-04 | 2025-11-25 | 8 | 15 |
Worst depth first · lengths in trading days.