$111.63
-1.26 (-1.12%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 29.90% | Sharpe | −1.42 |
| Sortino | −1.87 |
| Beta | 0.04 | Correlation | 0.02 |
| Up capture | −91.17% | Down capture | 296.53% |
| Max Drawdown | −43.67% | Ulcer Index | 24.58 |
| MTD | 4.45% | QTD | −2.22% |
| YTD | −31.69% | Window return | −36.30% |
| Skewness | 0.04 | Excess Kurtosis | 4.06 |
| Omega (θ=0) | 0.78 | Tail Ratio | 0.74 |
| Gain/Pain | −0.22 | Hit Rate | 45.87% |
| Win/Loss | 0.90 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.23% | -5.58% | -3.27% | -4.55% |
| CVaR (ES) | -4.55% | -6.84% | -4.05% | -5.19% |
| VaR (Cornish-Fisher) | — | — | -3.09% | -6.27% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.67% | 2025-08-22 | 2026-06-22 | ongoing | 197 | — |
| -0.22% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.