$98.97
-1.77 (-1.76%)
USD · as of 2026-08-20 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.22% | Sharpe | −0.07 |
| Sortino | −0.09 |
| Beta | 0.19 | Correlation | 0.10 |
| Up capture | 17.38% | Down capture | 79.41% |
| Max Drawdown | −38.82% | Ulcer Index | 21.89 |
| MTD | 5.37% | QTD | 14.96% |
| YTD | 10.66% | Window (ann., 3.0y) | −5.44% |
| Skewness | −1.65 | Excess Kurtosis | 13.78 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.01 |
| Gain/Pain | −0.01 | Hit Rate | 51.80% |
| Win/Loss | 0.92 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.35% | -4.67% | -2.83% | -4.00% |
| CVaR (ES) | -4.18% | -8.46% | -3.54% | -4.58% |
| VaR (Cornish-Fisher) | — | — | -3.07% | -9.84% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.82% | 2024-03-27 | 2026-05-11 | ongoing | 531 | — |
| -16.08% | 2023-09-06 | 2023-10-12 | 2024-01-10 | 26 | 61 |
| -5.01% | 2023-08-21 | 2023-08-24 | 2023-09-06 | 3 | 8 |
| -4.51% | 2024-02-06 | 2024-02-14 | 2024-02-21 | 6 | 4 |
| -4.00% | 2024-02-23 | 2024-03-01 | 2024-03-27 | 5 | 18 |
| -2.67% | 2024-01-18 | 2024-01-24 | 2024-01-31 | 4 | 5 |
| -1.49% | 2024-02-01 | 2024-02-05 | 2024-02-06 | 2 | 1 |
| -0.81% | 2024-01-10 | 2024-01-17 | 2024-01-18 | 4 | 1 |
Worst depth first · lengths in trading days.