$181.28
+1.65 (+0.92%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.83% | Sharpe | 0.57 |
| Sortino | 0.86 |
| Beta | 0.80 | Correlation | 0.39 |
| Up capture | 81.37% | Down capture | 120.23% |
Relative Value shows 0.81 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.10% | Ulcer Index | 9.97 |
| MTD | 8.19% | QTD | 7.30% |
| YTD | 18.21% | Window (ann., 3.0y) | 10.92% |
| Skewness | 0.18 | Excess Kurtosis | 2.06 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.05 |
| Gain/Pain | 0.10 | Hit Rate | 48.53% |
| Win/Loss | 1.16 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.22% | -3.44% | -2.31% | -3.29% |
| CVaR (ES) | -3.02% | -4.54% | -2.91% | -3.78% |
| VaR (Cornish-Fisher) | — | — | -2.18% | -3.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.10% | 2024-11-06 | 2025-10-09 | 2026-02-27 | 230 | 96 |
| -19.37% | 2023-08-30 | 2023-10-27 | 2023-12-19 | 41 | 36 |
| -14.71% | 2026-03-02 | 2026-06-01 | ongoing | 63 | — |
| -11.93% | 2024-02-20 | 2024-04-25 | 2024-07-02 | 46 | 46 |
| -10.42% | 2024-07-29 | 2024-08-12 | 2024-11-06 | 10 | 61 |
| -8.84% | 2023-12-28 | 2024-01-17 | 2024-02-20 | 12 | 23 |
| -2.72% | 2024-07-23 | 2024-07-25 | 2024-07-26 | 2 | 1 |
| -2.19% | 2024-07-16 | 2024-07-19 | 2024-07-23 | 3 | 2 |
| -1.38% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -0.42% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.