$88.64
+1.75 (+2.01%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.53% | Sharpe | 0.89 |
| Sortino | 1.39 |
| Beta | 1.17 | Correlation | 0.50 |
| Up capture | 108.13% | Down capture | 70.03% |
Relative Value shows 1.11 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.12% | Ulcer Index | 8.19 |
| MTD | −0.23% | QTD | −0.20% |
| YTD | 86.08% | Window (ann., 3.0y) | 25.01% |
| Skewness | 0.79 | Excess Kurtosis | 7.01 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.17 |
| Gain/Pain | 0.17 | Hit Rate | 49.73% |
| Win/Loss | 1.17 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.50% | -5.25% | -3.06% | -4.37% |
| CVaR (ES) | -4.00% | -6.24% | -3.86% | -5.02% |
| VaR (Cornish-Fisher) | — | — | -2.33% | -5.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.12% | 2024-10-30 | 2025-04-08 | 2026-01-28 | 108 | 202 |
| -13.64% | 2023-12-26 | 2024-02-07 | 2024-05-07 | 29 | 62 |
| -12.72% | 2026-02-25 | 2026-03-20 | 2026-04-10 | 17 | 14 |
| -12.32% | 2026-06-03 | 2026-07-07 | 2026-08-05 | 19 | 21 |
| -11.90% | 2026-08-17 | 2026-08-20 | ongoing | 3 | — |
| -10.60% | 2023-09-01 | 2023-11-09 | 2023-12-22 | 48 | 30 |
| -10.46% | 2024-08-19 | 2024-09-10 | 2024-10-14 | 15 | 24 |
| -8.68% | 2024-05-24 | 2024-08-05 | 2024-08-19 | 48 | 10 |
| -5.03% | 2026-05-14 | 2026-05-19 | 2026-05-26 | 3 | 4 |
| -4.44% | 2026-04-13 | 2026-04-15 | 2026-04-17 | 2 | 2 |
Worst depth first · lengths in trading days.