$96.42
+5.12 (+5.61%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.09% | Sharpe | 0.52 |
| Sortino | 0.78 |
| Beta | −0.24 | Correlation | −0.13 |
| Up capture | 24.58% | Down capture | −77.45% |
Relative Value shows 0.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.12% | Ulcer Index | 13.97 |
| MTD | −1.39% | QTD | 10.55% |
| YTD | 7.10% | Window (ann., 3.0y) | 11.41% |
| Skewness | 0.39 | Excess Kurtosis | 4.78 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.11 |
| Gain/Pain | 0.09 | Hit Rate | 49.33% |
| Win/Loss | 1.12 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.59% | -4.47% | -2.95% | -4.20% |
| CVaR (ES) | -3.82% | -6.14% | -3.72% | -4.82% |
| VaR (Cornish-Fisher) | — | — | -2.57% | -5.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.12% | 2025-04-14 | 2026-06-22 | ongoing | 294 | — |
| -15.92% | 2024-07-16 | 2024-09-06 | 2024-11-21 | 37 | 54 |
| -13.77% | 2023-09-25 | 2023-11-20 | 2024-03-07 | 40 | 73 |
| -11.78% | 2024-12-11 | 2025-01-03 | 2025-01-30 | 15 | 17 |
| -8.60% | 2024-04-10 | 2024-04-18 | 2024-05-16 | 6 | 20 |
| -7.37% | 2024-03-07 | 2024-03-12 | 2024-04-10 | 3 | 20 |
| -7.20% | 2023-08-21 | 2023-08-28 | 2023-09-14 | 5 | 12 |
| -7.07% | 2025-02-11 | 2025-03-03 | 2025-03-06 | 13 | 3 |
| -6.47% | 2025-03-07 | 2025-03-13 | 2025-04-03 | 4 | 15 |
| -5.49% | 2025-04-03 | 2025-04-08 | 2025-04-14 | 3 | 4 |
Worst depth first · lengths in trading days.