$83.52
+0.39 (+0.47%)
USD · as of 2026-08-19 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 19.80% | Sharpe | 0.91 |
| Sortino | 1.31 |
| Beta | 0.32 | Correlation | 0.22 |
| Up capture | 62.52% | Down capture | 4.20% |
| Max Drawdown | −19.40% | Ulcer Index | 6.36 |
| MTD | 4.58% | QTD | 6.95% |
| YTD | 2.97% | Window (ann., 3.0y) | 17.31% |
| Skewness | −0.26 | Excess Kurtosis | 1.31 |
| Omega (θ=0) | 1.16 | Tail Ratio | 0.99 |
| Gain/Pain | 0.16 | Hit Rate | 54.55% |
| Win/Loss | 0.96 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.11% | -3.35% | -1.98% | -2.83% |
| CVaR (ES) | -2.82% | -4.11% | -2.50% | -3.25% |
| VaR (Cornish-Fisher) | — | — | -2.04% | -3.42% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -19.40% | 2026-04-09 | 2026-06-22 | ongoing | 46 | — |
| -13.06% | 2023-12-13 | 2024-01-31 | 2024-07-16 | 32 | 114 |
| -11.15% | 2024-11-25 | 2024-12-18 | 2025-02-11 | 16 | 35 |
| -10.17% | 2025-04-03 | 2025-05-14 | 2025-09-23 | 28 | 90 |
| -9.77% | 2023-09-14 | 2023-10-02 | 2023-11-17 | 12 | 34 |
| -9.46% | 2025-11-11 | 2025-12-09 | 2026-02-12 | 19 | 44 |
| -7.50% | 2024-09-30 | 2024-11-04 | 2024-11-18 | 25 | 10 |
| -6.33% | 2024-07-26 | 2024-08-12 | 2024-09-23 | 11 | 29 |
| -4.66% | 2026-03-13 | 2026-03-20 | 2026-04-07 | 5 | 11 |
| -3.67% | 2025-03-03 | 2025-03-10 | 2025-03-20 | 5 | 8 |
Worst depth first · lengths in trading days.