$89.26
-0.47 (-0.52%)
USD · as of 2026-08-18 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.91% | Sharpe | 0.47 |
| Sortino | 0.65 |
| Beta | 0.25 | Correlation | 0.13 |
| Up capture | 71.55% | Down capture | 79.30% |
| Max Drawdown | −45.32% | Ulcer Index | 18.75 |
| MTD | 5.00% | QTD | 28.73% |
| YTD | 1.27% | Window (ann., 3.0y) | 9.68% |
| Skewness | −0.71 | Excess Kurtosis | 6.83 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.14 |
| Gain/Pain | 0.09 | Hit Rate | 52.07% |
| Win/Loss | 0.99 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.57% | -4.40% | -2.94% | -4.18% |
| CVaR (ES) | -4.22% | -7.95% | -3.70% | -4.80% |
| VaR (Cornish-Fisher) | — | — | -3.04% | -7.70% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -45.32% | 2025-01-30 | 2026-05-11 | ongoing | 320 | — |
| -12.63% | 2024-01-22 | 2024-04-18 | 2024-05-14 | 61 | 18 |
| -11.37% | 2023-12-04 | 2023-12-05 | 2023-12-21 | 1 | 12 |
| -9.36% | 2023-09-28 | 2023-10-12 | 2023-11-01 | 10 | 14 |
| -9.36% | 2024-12-11 | 2025-01-13 | 2025-01-27 | 20 | 9 |
| -8.32% | 2023-08-23 | 2023-09-07 | 2023-09-19 | 10 | 8 |
| -6.46% | 2024-09-19 | 2024-10-10 | 2024-11-06 | 15 | 19 |
| -3.96% | 2024-05-15 | 2024-05-29 | 2024-06-28 | 9 | 21 |
| -3.95% | 2023-11-14 | 2023-11-28 | 2023-12-04 | 9 | 4 |
| -3.68% | 2024-07-11 | 2024-08-01 | 2024-08-02 | 15 | 1 |
Worst depth first · lengths in trading days.