$131.65
+1.98 (+1.53%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.14% | Sharpe | 1.57 |
| Sortino | 2.32 |
| Beta | 1.14 | Correlation | 0.61 |
| Up capture | 165.88% | Down capture | 38.49% |
Relative Value shows 1.08 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.31% | Ulcer Index | 7.34 |
| MTD | −0.10% | QTD | −5.46% |
| YTD | 14.52% | Window (ann., 3.0y) | 50.87% |
| Skewness | −0.35 | Excess Kurtosis | 4.99 |
| Omega (θ=0) | 1.32 | Tail Ratio | 1.16 |
| Gain/Pain | 0.32 | Hit Rate | 54.53% |
| Win/Loss | 1.08 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.47% | -4.82% | -2.84% | -4.09% |
| CVaR (ES) | -4.12% | -6.89% | -3.60% | -4.71% |
| VaR (Cornish-Fisher) | — | — | -2.83% | -6.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.31% | 2025-02-18 | 2025-04-04 | 2025-06-26 | 33 | 56 |
| -16.20% | 2024-07-17 | 2024-08-07 | 2024-11-06 | 15 | 64 |
| -14.76% | 2026-02-09 | 2026-03-12 | 2026-04-09 | 22 | 19 |
| -12.73% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -11.36% | 2023-09-14 | 2023-10-27 | 2023-11-13 | 31 | 11 |
| -10.15% | 2024-04-01 | 2024-04-16 | 2024-05-09 | 11 | 17 |
| -9.40% | 2026-04-20 | 2026-05-19 | 2026-06-04 | 21 | 11 |
| -9.24% | 2025-09-22 | 2025-10-10 | 2025-11-28 | 14 | 34 |
| -8.83% | 2026-01-05 | 2026-01-14 | 2026-02-06 | 7 | 16 |
| -8.65% | 2024-05-21 | 2024-06-11 | 2024-07-09 | 14 | 18 |
Worst depth first · lengths in trading days.