$166.85
-3.67 (-2.15%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 16.38% | Sharpe | 0.95 |
| Sortino | 1.38 |
| Beta | 0.20 | Correlation | 0.15 |
| Up capture | 41.65% | Down capture | −37.61% |
Relative Value shows 0.59 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −12.74% | Ulcer Index | 4.65 |
| MTD | −3.43% | QTD | −3.15% |
| YTD | 0.65% | Window (ann., 3.0y) | 15.19% |
| Skewness | −0.21 | Excess Kurtosis | 1.10 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.09 |
| Gain/Pain | 0.17 | Hit Rate | 54.93% |
| Win/Loss | 0.96 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.68% | -2.61% | -1.64% | -2.34% |
| CVaR (ES) | -2.28% | -3.20% | -2.07% | -2.69% |
| VaR (Cornish-Fisher) | — | — | -1.67% | -2.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -12.74% | 2026-04-09 | 2026-08-21 | ongoing | 90 | — |
| -12.69% | 2023-08-25 | 2023-10-02 | 2024-01-02 | 25 | 63 |
| -9.92% | 2024-11-27 | 2024-12-18 | 2025-02-28 | 14 | 47 |
| -7.20% | 2025-10-15 | 2026-01-23 | 2026-02-13 | 68 | 15 |
| -7.01% | 2024-05-08 | 2024-05-29 | 2024-07-11 | 14 | 29 |
| -6.70% | 2024-01-08 | 2024-01-24 | 2024-03-27 | 11 | 44 |
| -6.59% | 2025-04-03 | 2025-04-07 | 2025-04-15 | 2 | 6 |
| -6.40% | 2025-05-07 | 2025-05-14 | 2025-08-07 | 5 | 58 |
| -5.50% | 2024-03-28 | 2024-04-16 | 2024-05-02 | 12 | 12 |
| -4.74% | 2025-03-03 | 2025-03-06 | 2025-03-31 | 3 | 17 |
Worst depth first · lengths in trading days.