$144.48
+0.48 (+0.33%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.91% | Sharpe | 0.89 |
| Sortino | 1.40 |
| Beta | 0.47 | Correlation | 0.33 |
| Up capture | 76.96% | Down capture | 32.70% |
Relative Value shows 0.47 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −18.38% | Ulcer Index | 7.94 |
| MTD | −0.43% | QTD | 8.93% |
| YTD | 22.91% | Window (ann., 3.0y) | 19.26% |
| Skewness | 0.95 | Excess Kurtosis | 8.50 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.24 |
| Gain/Pain | 0.17 | Hit Rate | 50.13% |
| Win/Loss | 1.16 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.02% | -3.65% | -2.29% | -3.28% |
| CVaR (ES) | -2.86% | -4.28% | -2.90% | -3.77% |
| VaR (Cornish-Fisher) | — | — | -1.63% | -4.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -18.38% | 2024-11-11 | 2025-04-10 | 2025-07-23 | 102 | 70 |
| -14.30% | 2023-12-27 | 2024-04-10 | 2024-07-15 | 71 | 65 |
| -11.76% | 2025-07-23 | 2025-10-16 | 2026-06-24 | 60 | 168 |
| -9.68% | 2024-07-26 | 2024-08-12 | 2024-11-06 | 11 | 61 |
| -5.61% | 2023-10-17 | 2023-10-24 | 2023-10-26 | 5 | 2 |
| -5.61% | 2023-09-01 | 2023-09-22 | 2023-10-05 | 14 | 9 |
| -3.70% | 2024-11-06 | 2024-11-07 | 2024-11-11 | 1 | 2 |
| -3.68% | 2023-11-03 | 2023-11-09 | 2023-11-14 | 4 | 3 |
| -3.23% | 2026-08-13 | 2026-08-19 | ongoing | 4 | — |
| -3.19% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
Worst depth first · lengths in trading days.