$376.86
+7.71 (+2.09%)
USD · as of 2026-08-19 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 42.14% | Sharpe | 0.62 |
| Sortino | 0.88 |
| Beta | 0.73 | Correlation | 0.27 |
| Up capture | 181.65% | Down capture | 312.31% |
| Max Drawdown | −31.05% | Ulcer Index | 15.42 |
| MTD | 19.26% | QTD | 32.25% |
| YTD | 24.04% | Window return | 18.02% |
| Skewness | −0.46 | Excess Kurtosis | 4.23 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.09 |
| Gain/Pain | 0.12 | Hit Rate | 50.41% |
| Win/Loss | 1.08 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.77% | -7.26% | -4.26% | -6.07% |
| CVaR (ES) | -5.97% | -10.88% | -5.37% | -6.97% |
| VaR (Cornish-Fisher) | — | — | -4.37% | -9.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.05% | 2025-11-12 | 2026-06-11 | ongoing | 134 | — |
| -12.22% | 2025-09-09 | 2025-10-30 | 2025-11-12 | 37 | 9 |
| -6.69% | 2025-08-18 | 2025-08-28 | 2025-09-02 | 8 | 2 |
| -5.21% | 2025-09-03 | 2025-09-04 | 2025-09-05 | 1 | 1 |
Worst depth first · lengths in trading days.