$158.49
+1.25 (+0.79%)
USD · as of 2026-08-21 · marketstack
From 739 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.21% | Sharpe | 2.29 |
| Sortino | 3.54 |
| Beta | 0.96 | Correlation | 0.69 |
| Up capture | 169.73% | Down capture | 34.80% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −17.58% | Ulcer Index | 3.91 |
| MTD | 1.38% | QTD | 10.40% |
| YTD | 37.67% | Window (ann., 3.0y) | 57.19% |
| Skewness | −0.02 | Excess Kurtosis | 5.82 |
| Omega (θ=0) | 1.49 | Tail Ratio | 1.06 |
| Gain/Pain | 0.49 | Hit Rate | 58.32% |
| Win/Loss | 1.05 | Upside Potential | 0.68 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.96% | -3.32% | -2.01% | -2.92% |
| CVaR (ES) | -2.88% | -4.58% | -2.56% | -3.37% |
| VaR (Cornish-Fisher) | — | — | -1.86% | -4.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.58% | 2025-02-28 | 2025-04-04 | 2025-05-15 | 25 | 28 |
| -10.15% | 2026-02-09 | 2026-03-18 | 2026-04-08 | 26 | 14 |
| -10.13% | 2023-09-14 | 2023-10-13 | 2023-11-10 | 21 | 20 |
| -7.88% | 2024-11-29 | 2025-01-10 | 2025-01-15 | 27 | 3 |
| -6.35% | 2024-04-03 | 2024-04-16 | 2024-04-24 | 9 | 6 |
| -6.07% | 2026-07-15 | 2026-07-29 | 2026-08-12 | 10 | 10 |
| -6.01% | 2024-07-26 | 2024-08-05 | 2024-08-16 | 6 | 9 |
| -5.51% | 2025-11-12 | 2025-11-21 | 2025-12-03 | 7 | 7 |
| -5.18% | 2026-01-14 | 2026-01-23 | 2026-02-06 | 6 | 10 |
| -5.00% | 2026-04-21 | 2026-05-08 | 2026-05-21 | 13 | 9 |
Worst depth first · lengths in trading days.