$113.33
+6.80 (+6.38%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.78% | Sharpe | 1.40 |
| Sortino | 2.23 |
| Beta | 0.97 | Correlation | 0.38 |
| Up capture | 162.06% | Down capture | −28.64% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.39% | Ulcer Index | 11.05 |
| MTD | 11.74% | QTD | 42.48% |
| YTD | 126.69% | Window (ann., 3.0y) | 56.11% |
| Skewness | 0.42 | Excess Kurtosis | 2.70 |
| Omega (θ=0) | 1.27 | Tail Ratio | 1.22 |
| Gain/Pain | 0.27 | Hit Rate | 51.60% |
| Win/Loss | 1.18 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.27% | -5.39% | -3.61% | -5.18% |
| CVaR (ES) | -4.68% | -6.58% | -4.57% | -5.97% |
| VaR (Cornish-Fisher) | — | — | -3.19% | -5.77% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.39% | 2025-07-23 | 2025-11-20 | 2026-06-08 | 85 | 135 |
| -21.58% | 2025-02-03 | 2025-04-08 | 2025-06-03 | 45 | 38 |
| -16.06% | 2024-06-17 | 2024-08-05 | 2024-08-23 | 33 | 14 |
| -11.90% | 2023-08-23 | 2023-10-03 | 2023-11-14 | 28 | 30 |
| -11.25% | 2024-08-23 | 2024-09-10 | 2024-09-26 | 11 | 12 |
| -11.18% | 2023-12-27 | 2024-01-16 | 2024-03-06 | 12 | 35 |
| -9.78% | 2026-08-12 | 2026-08-19 | ongoing | 5 | — |
| -9.74% | 2024-04-03 | 2024-04-12 | 2024-05-10 | 7 | 20 |
| -9.58% | 2024-05-15 | 2024-05-23 | 2024-06-17 | 6 | 16 |
| -9.15% | 2024-10-04 | 2024-10-10 | 2024-10-18 | 4 | 6 |
Worst depth first · lengths in trading days.