$214.81
-0.56 (-0.26%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.62% | Sharpe | 0.16 |
| Sortino | 0.22 |
| Beta | 1.25 | Correlation | 0.48 |
| Up capture | 98.28% | Down capture | 268.82% |
Relative Value shows 0.72 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.37% | Ulcer Index | 20.07 |
| MTD | −7.29% | QTD | 6.83% |
| YTD | −7.62% | Window (ann., 3.0y) | −0.77% |
| Skewness | 0.11 | Excess Kurtosis | 2.63 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.13 |
| Gain/Pain | 0.03 | Hit Rate | 50.67% |
| Win/Loss | 0.99 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.26% | -6.35% | -3.67% | -5.20% |
| CVaR (ES) | -4.91% | -7.59% | -4.61% | -5.96% |
| VaR (Cornish-Fisher) | — | — | -3.48% | -6.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.37% | 2025-01-30 | 2026-05-18 | ongoing | 325 | — |
| -21.04% | 2023-09-14 | 2023-10-25 | 2023-12-14 | 29 | 35 |
| -20.91% | 2024-07-31 | 2024-09-12 | 2025-01-27 | 30 | 92 |
| -13.70% | 2023-12-14 | 2024-01-12 | 2024-03-28 | 19 | 52 |
| -11.59% | 2024-03-28 | 2024-05-02 | 2024-05-14 | 24 | 8 |
| -8.93% | 2024-05-16 | 2024-06-26 | 2024-07-12 | 27 | 11 |
| -6.12% | 2023-09-01 | 2023-09-07 | 2023-09-14 | 3 | 5 |
| -5.62% | 2024-07-16 | 2024-07-24 | 2024-07-31 | 6 | 5 |
| -2.11% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -1.34% | 2024-05-14 | 2024-05-15 | 2024-05-16 | 1 | 1 |
Worst depth first · lengths in trading days.