$146.87
-4.64 (-3.06%)
USD · as of 2026-08-20 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.67% | Sharpe | −0.02 |
| Sortino | −0.02 |
| Beta | 1.32 | Correlation | 0.37 |
| Up capture | 70.92% | Down capture | 205.56% |
| Max Drawdown | −62.23% | Ulcer Index | 24.02 |
| MTD | −11.18% | QTD | −3.53% |
| YTD | −48.33% | Window (ann., 3.0y) | −9.27% |
| Skewness | 0.08 | Excess Kurtosis | 11.36 |
| Omega (θ=0) | 1.00 | Tail Ratio | 0.95 |
| Gain/Pain | −0.00 | Hit Rate | 51.40% |
| Win/Loss | 0.94 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.97% | -7.32% | -4.42% | -6.26% |
| CVaR (ES) | -6.26% | -10.69% | -5.55% | -7.17% |
| VaR (Cornish-Fisher) | — | — | -3.74% | -13.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.23% | 2025-09-09 | 2026-08-05 | ongoing | 224 | — |
| -36.63% | 2023-08-30 | 2023-10-12 | 2023-12-13 | 30 | 43 |
| -27.28% | 2023-12-27 | 2024-05-13 | 2024-09-10 | 94 | 82 |
| -17.77% | 2025-02-20 | 2025-03-10 | 2025-05-09 | 12 | 43 |
| -15.32% | 2025-05-20 | 2025-08-06 | 2025-08-19 | 53 | 9 |
| -8.36% | 2023-08-22 | 2023-08-28 | 2023-08-30 | 4 | 2 |
| -6.99% | 2024-11-11 | 2024-12-18 | 2025-01-17 | 26 | 19 |
| -4.69% | 2024-09-24 | 2024-10-07 | 2024-11-05 | 9 | 21 |
| -3.09% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -2.82% | 2025-02-06 | 2025-02-12 | 2025-02-20 | 4 | 5 |
Worst depth first · lengths in trading days.