$119.47
+2.32 (+1.98%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.83% | Sharpe | 0.58 |
| Sortino | 0.86 |
| Beta | 0.13 | Correlation | 0.07 |
| Up capture | 40.66% | Down capture | −7.47% |
Relative Value shows 0.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.14% | Ulcer Index | 10.16 |
| MTD | 1.67% | QTD | 7.15% |
| YTD | 17.15% | Window (ann., 3.0y) | 12.32% |
| Skewness | −0.14 | Excess Kurtosis | 8.45 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.07 |
| Gain/Pain | 0.11 | Hit Rate | 50.40% |
| Win/Loss | 1.08 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.24% | -3.18% | -2.62% | -3.73% |
| CVaR (ES) | -3.30% | -5.65% | -3.30% | -4.28% |
| VaR (Cornish-Fisher) | — | — | -2.40% | -7.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.14% | 2023-09-01 | 2024-02-15 | 2024-09-18 | 114 | 148 |
| -20.19% | 2026-03-02 | 2026-06-08 | 2026-07-16 | 68 | 23 |
| -19.27% | 2024-10-18 | 2025-04-08 | 2025-05-05 | 116 | 18 |
| -16.35% | 2025-07-08 | 2025-10-13 | 2026-02-02 | 68 | 76 |
| -4.56% | 2026-08-05 | 2026-08-17 | ongoing | 8 | — |
| -4.46% | 2024-09-30 | 2024-10-10 | 2024-10-18 | 8 | 6 |
| -4.30% | 2026-02-04 | 2026-02-09 | 2026-02-24 | 3 | 10 |
| -3.42% | 2025-05-19 | 2025-06-02 | 2025-06-09 | 9 | 5 |
| -2.97% | 2026-07-21 | 2026-07-23 | 2026-07-27 | 2 | 2 |
| -2.76% | 2026-07-28 | 2026-07-31 | 2026-08-04 | 3 | 2 |
Worst depth first · lengths in trading days.