$133.23
+4.11 (+3.18%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.49% | Sharpe | 1.09 |
| Sortino | 1.61 |
| Beta | 1.11 | Correlation | 0.42 |
| Up capture | 156.11% | Down capture | 133.39% |
Relative Value shows 0.97 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.59% | Ulcer Index | 14.41 |
| MTD | 16.32% | QTD | 18.17% |
| YTD | 36.77% | Window (ann., 3.0y) | 32.79% |
| Skewness | −0.01 | Excess Kurtosis | 8.25 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.23 |
| Gain/Pain | 0.22 | Hit Rate | 54.99% |
| Win/Loss | 0.98 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.46% | -4.57% | -3.03% | -4.34% |
| CVaR (ES) | -4.24% | -7.37% | -3.83% | -4.99% |
| VaR (Cornish-Fisher) | — | — | -2.71% | -8.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.59% | 2025-01-23 | 2025-11-17 | 2026-02-24 | 206 | 66 |
| -20.38% | 2026-04-23 | 2026-05-19 | ongoing | 18 | — |
| -17.30% | 2023-09-01 | 2023-10-31 | 2024-01-29 | 41 | 60 |
| -12.58% | 2026-03-04 | 2026-03-20 | 2026-04-09 | 12 | 13 |
| -11.99% | 2024-04-08 | 2024-06-14 | 2024-07-16 | 48 | 20 |
| -10.77% | 2024-11-11 | 2024-12-18 | 2025-01-21 | 26 | 20 |
| -7.13% | 2024-08-30 | 2024-09-12 | 2024-09-24 | 8 | 8 |
| -6.93% | 2024-07-31 | 2024-08-05 | 2024-08-22 | 3 | 13 |
| -3.01% | 2026-04-13 | 2026-04-16 | 2026-04-20 | 3 | 2 |
| -2.87% | 2024-03-06 | 2024-03-08 | 2024-03-18 | 2 | 6 |
Worst depth first · lengths in trading days.