$176.36
+10.21 (+6.15%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 49.52% | Sharpe | 0.32 |
| Sortino | 0.49 |
| Beta | 1.19 | Correlation | 0.36 |
| Up capture | 116.86% | Down capture | 267.09% |
| Max Drawdown | −50.64% | Ulcer Index | 30.11 |
| MTD | 25.07% | QTD | 29.26% |
| YTD | 7.63% | Window (ann., 3.0y) | 3.78% |
| Skewness | 0.54 | Excess Kurtosis | 3.84 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.11 |
| Gain/Pain | 0.06 | Hit Rate | 49.13% |
| Win/Loss | 1.09 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.45% | -7.26% | -5.07% | -7.19% |
| CVaR (ES) | -6.51% | -10.04% | -6.37% | -8.25% |
| VaR (Cornish-Fisher) | — | — | -4.33% | -8.42% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -50.64% | 2024-02-16 | 2026-05-15 | ongoing | 562 | — |
| -35.03% | 2023-09-01 | 2023-10-30 | 2023-12-14 | 40 | 32 |
| -7.86% | 2023-12-28 | 2024-01-17 | 2024-01-23 | 12 | 4 |
| -3.52% | 2024-02-12 | 2024-02-13 | 2024-02-14 | 1 | 1 |
| -2.83% | 2024-01-23 | 2024-01-24 | 2024-01-26 | 1 | 2 |
| -2.46% | 2023-12-15 | 2023-12-18 | 2023-12-19 | 1 | 1 |
| -2.11% | 2024-01-30 | 2024-01-31 | 2024-02-02 | 1 | 2 |
| -1.89% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -1.25% | 2023-12-19 | 2023-12-20 | 2023-12-22 | 1 | 2 |
| -0.62% | 2024-01-26 | 2024-01-29 | 2024-01-30 | 1 | 1 |
Worst depth first · lengths in trading days.