$85.89
+0.16 (+0.19%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.74% | Sharpe | 0.40 |
| Sortino | 0.59 |
| Beta | 1.14 | Correlation | 0.44 |
| Up capture | 116.38% | Down capture | 211.43% |
Relative Value shows 1.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.34% | Ulcer Index | 20.95 |
| MTD | −0.43% | QTD | 13.19% |
| YTD | 32.02% | Window (ann., 3.0y) | 8.11% |
| Skewness | 0.36 | Excess Kurtosis | 11.67 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.14 |
| Gain/Pain | 0.08 | Hit Rate | 49.07% |
| Win/Loss | 1.11 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.06% | -5.21% | -3.85% | -5.47% |
| CVaR (ES) | -4.83% | -8.80% | -4.84% | -6.28% |
| VaR (Cornish-Fisher) | — | — | -3.04% | -11.22% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.34% | 2024-09-30 | 2025-04-08 | ongoing | 130 | — |
| -19.26% | 2023-08-21 | 2023-11-09 | 2023-12-14 | 57 | 24 |
| -15.65% | 2024-04-09 | 2024-05-23 | 2024-05-31 | 32 | 5 |
| -13.44% | 2024-06-18 | 2024-08-05 | 2024-08-29 | 32 | 18 |
| -9.58% | 2023-12-28 | 2024-01-18 | 2024-02-27 | 13 | 27 |
| -6.08% | 2024-02-29 | 2024-03-05 | 2024-03-21 | 3 | 12 |
| -4.53% | 2024-09-03 | 2024-09-10 | 2024-09-26 | 5 | 12 |
| -3.69% | 2024-03-28 | 2024-04-04 | 2024-04-09 | 4 | 3 |
| -2.88% | 2024-06-05 | 2024-06-12 | 2024-06-17 | 5 | 3 |
| -2.44% | 2023-12-14 | 2023-12-20 | 2023-12-26 | 4 | 3 |
Worst depth first · lengths in trading days.