$123.96
+0.00 (+0.00%)
USD · as of 2026-07-21 · marketstack
stale quote — last trade 2026-07-21
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 55.33% | Sharpe | 0.87 |
| Sortino | 1.62 |
| Beta | 1.08 | Correlation | 0.40 |
| Up capture | 166.73% | Down capture | 110.35% |
| Max Drawdown | −47.12% | Ulcer Index | 19.49 |
| MTD | 0.37% | QTD | 0.37% |
| YTD | 23.23% | Window (ann., 3.0y) | 40.22% |
| Skewness | 3.91 | Excess Kurtosis | 40.58 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.07 |
| Gain/Pain | 0.20 | Hit Rate | 49.60% |
| Win/Loss | 1.19 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.20% | -6.59% | -5.54% | -7.92% |
| CVaR (ES) | -6.00% | -8.97% | -7.00% | -9.10% |
| VaR (Cornish-Fisher) | — | — | 2.19% | -10.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.12% | 2024-09-16 | 2025-04-08 | 2026-06-11 | 140 | 293 |
| -29.48% | 2024-02-27 | 2024-04-19 | 2024-09-09 | 37 | 97 |
| -22.09% | 2023-10-06 | 2023-10-23 | 2023-11-30 | 11 | 27 |
| -17.53% | 2023-07-31 | 2023-08-17 | 2023-10-04 | 13 | 33 |
| -12.17% | 2023-12-15 | 2023-12-21 | 2024-02-08 | 4 | 32 |
| -8.47% | 2024-09-09 | 2024-09-12 | 2024-09-16 | 3 | 2 |
| -4.90% | 2024-02-16 | 2024-02-20 | 2024-02-23 | 1 | 3 |
| -3.65% | 2024-02-12 | 2024-02-13 | 2024-02-14 | 1 | 1 |
| -1.19% | 2023-07-26 | 2023-07-27 | 2023-07-28 | 1 | 1 |
| -0.74% | 2024-02-23 | 2024-02-26 | 2024-02-27 | 1 | 1 |
Worst depth first · lengths in trading days.