$324.84
-0.23 (-0.07%)
USD · as of 2026-08-20 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.92% | Sharpe | 1.50 |
| Sortino | 2.47 |
| Beta | 2.29 | Correlation | 0.56 |
| Up capture | 300.18% | Down capture | 177.35% |
| Max Drawdown | −39.94% | Ulcer Index | 12.49 |
| MTD | 21.32% | QTD | 19.67% |
| YTD | 41.80% | Window (ann., 3.0y) | 81.02% |
| Skewness | 0.95 | Excess Kurtosis | 7.15 |
| Omega (θ=0) | 1.31 | Tail Ratio | 1.21 |
| Gain/Pain | 0.31 | Hit Rate | 53.47% |
| Win/Loss | 1.14 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.86% | -6.33% | -4.58% | -6.60% |
| CVaR (ES) | -5.73% | -8.87% | -5.82% | -7.60% |
| VaR (Cornish-Fisher) | — | — | -3.31% | -8.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.94% | 2023-09-01 | 2023-10-30 | 2023-12-29 | 40 | 42 |
| -28.20% | 2026-01-07 | 2026-03-27 | 2026-06-24 | 55 | 58 |
| -25.29% | 2025-02-05 | 2025-04-08 | 2025-09-18 | 43 | 112 |
| -14.58% | 2024-07-16 | 2024-07-30 | 2024-08-09 | 10 | 8 |
| -12.52% | 2024-04-09 | 2024-04-19 | 2024-05-10 | 8 | 15 |
| -11.54% | 2025-09-19 | 2025-10-02 | 2025-10-17 | 9 | 11 |
| -11.13% | 2026-07-06 | 2026-07-28 | 2026-08-07 | 16 | 8 |
| -10.81% | 2024-10-08 | 2024-10-25 | 2024-11-08 | 13 | 10 |
| -10.80% | 2024-12-04 | 2024-12-18 | 2025-01-08 | 10 | 13 |
| -10.33% | 2025-01-08 | 2025-01-17 | 2025-01-31 | 6 | 9 |
Worst depth first · lengths in trading days.