$206.73
-11.36 (-5.21%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.03% | Sharpe | 0.68 |
| Sortino | 1.03 |
| Beta | 1.37 | Correlation | 0.48 |
| Up capture | 113.06% | Down capture | 135.57% |
| Max Drawdown | −36.15% | Ulcer Index | 11.84 |
| MTD | −6.62% | QTD | −5.47% |
| YTD | −18.95% | Window (ann., 3.0y) | 20.66% |
| Skewness | 0.43 | Excess Kurtosis | 7.77 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.12 |
| Gain/Pain | 0.13 | Hit Rate | 52.40% |
| Win/Loss | 1.02 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.47% | -5.68% | -3.94% | -5.61% |
| CVaR (ES) | -5.08% | -8.27% | -4.97% | -6.45% |
| VaR (Cornish-Fisher) | — | — | -3.24% | -9.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.15% | 2026-04-17 | 2026-06-05 | ongoing | 34 | — |
| -23.72% | 2023-08-24 | 2023-10-31 | 2024-02-09 | 47 | 69 |
| -20.66% | 2025-02-19 | 2025-04-08 | 2025-05-01 | 34 | 16 |
| -18.47% | 2025-11-11 | 2025-11-20 | 2026-01-15 | 7 | 37 |
| -18.32% | 2024-12-12 | 2025-01-10 | 2025-01-23 | 18 | 8 |
| -14.82% | 2024-08-22 | 2024-10-28 | 2024-11-20 | 46 | 17 |
| -14.33% | 2026-01-16 | 2026-01-30 | 2026-02-20 | 9 | 14 |
| -12.94% | 2025-06-11 | 2025-07-15 | 2025-09-11 | 22 | 41 |
| -11.51% | 2026-02-24 | 2026-04-01 | 2026-04-15 | 26 | 9 |
| -10.49% | 2024-07-16 | 2024-08-05 | 2024-08-22 | 14 | 13 |
Worst depth first · lengths in trading days.