$43.57
-0.69 (-1.56%)
USD · as of 2026-08-19 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.95% | Sharpe | 0.44 |
| Sortino | 0.66 |
| Beta | 0.91 | Correlation | 0.28 |
| Up capture | 86.67% | Down capture | 81.49% |
| Max Drawdown | −52.52% | Ulcer Index | 27.69 |
| MTD | −5.20% | QTD | −2.07% |
| YTD | 20.99% | Window (ann., 3.0y) | 10.13% |
| Skewness | 0.22 | Excess Kurtosis | 1.51 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.20 |
| Gain/Pain | 0.08 | Hit Rate | 50.53% |
| Win/Loss | 1.04 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.23% | -6.06% | -4.68% | -6.65% |
| CVaR (ES) | -5.75% | -8.23% | -5.89% | -7.63% |
| VaR (Cornish-Fisher) | — | — | -4.41% | -7.15% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.52% | 2025-02-05 | 2026-03-27 | ongoing | 286 | — |
| -25.22% | 2024-08-27 | 2024-10-01 | 2024-11-08 | 24 | 28 |
| -21.15% | 2024-04-01 | 2024-06-17 | 2024-07-23 | 54 | 24 |
| -15.99% | 2023-09-13 | 2023-10-12 | 2023-11-03 | 21 | 16 |
| -14.35% | 2024-07-23 | 2024-08-14 | 2024-08-27 | 16 | 9 |
| -12.32% | 2023-12-14 | 2024-01-05 | 2024-01-09 | 14 | 2 |
| -12.02% | 2023-11-03 | 2023-11-09 | 2023-12-14 | 4 | 24 |
| -10.73% | 2024-02-20 | 2024-03-18 | 2024-03-26 | 19 | 6 |
| -7.57% | 2024-11-11 | 2024-11-15 | 2024-11-20 | 4 | 3 |
| -7.11% | 2024-11-22 | 2024-12-31 | 2025-01-08 | 25 | 5 |
Worst depth first · lengths in trading days.