$53.52
+0.41 (+0.77%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.75% | Sharpe | 1.29 |
| Sortino | 1.99 |
| Beta | 0.66 | Correlation | 0.36 |
| Up capture | 118.44% | Down capture | 28.00% |
Relative Value shows 0.81 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −15.86% | Ulcer Index | 5.61 |
| MTD | −2.85% | QTD | 4.98% |
| YTD | 26.54% | Window (ann., 3.0y) | 34.65% |
| Skewness | 0.56 | Excess Kurtosis | 7.11 |
| Omega (θ=0) | 1.26 | Tail Ratio | 1.03 |
| Gain/Pain | 0.26 | Hit Rate | 55.07% |
| Win/Loss | 1.00 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.24% | -3.93% | -2.54% | -3.64% |
| CVaR (ES) | -3.40% | -5.44% | -3.21% | -4.19% |
| VaR (Cornish-Fisher) | — | — | -2.04% | -5.49% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -15.86% | 2025-04-02 | 2025-08-01 | 2025-12-15 | 83 | 94 |
| -11.34% | 2024-11-26 | 2024-12-18 | 2025-02-07 | 15 | 33 |
| -11.03% | 2026-02-06 | 2026-03-27 | 2026-04-28 | 34 | 21 |
| -10.64% | 2024-07-31 | 2024-08-07 | 2024-08-30 | 5 | 17 |
| -10.29% | 2023-12-28 | 2024-04-17 | 2024-05-09 | 75 | 16 |
| -8.05% | 2023-10-17 | 2023-10-27 | 2023-11-03 | 8 | 5 |
| -7.86% | 2026-01-08 | 2026-01-20 | 2026-02-06 | 7 | 13 |
| -7.59% | 2024-08-30 | 2024-09-11 | 2024-09-18 | 7 | 5 |
| -7.45% | 2024-05-17 | 2024-06-14 | 2024-07-11 | 19 | 17 |
| -7.08% | 2025-03-03 | 2025-03-10 | 2025-03-24 | 5 | 10 |
Worst depth first · lengths in trading days.