$96.69
+1.86 (+1.96%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.00% | Sharpe | 0.46 |
| Sortino | 0.68 |
| Beta | 0.98 | Correlation | 0.55 |
| Up capture | 79.54% | Down capture | 140.59% |
Relative Value shows 1.11 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −25.88% | Ulcer Index | 12.66 |
| MTD | 8.77% | QTD | 11.59% |
| YTD | 31.88% | Window (ann., 3.0y) | 8.14% |
| Skewness | 0.24 | Excess Kurtosis | 2.96 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.13 |
| Gain/Pain | 0.08 | Hit Rate | 49.60% |
| Win/Loss | 1.08 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.11% | -3.50% | -2.34% | -3.33% |
| CVaR (ES) | -3.05% | -4.53% | -2.95% | -3.82% |
| VaR (Cornish-Fisher) | — | — | -2.16% | -4.05% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -25.88% | 2024-03-13 | 2025-04-08 | 2026-05-27 | 268 | 284 |
| -13.42% | 2023-09-01 | 2023-10-24 | 2024-01-31 | 36 | 67 |
| -7.10% | 2026-05-27 | 2026-06-24 | 2026-07-13 | 16 | 12 |
| -5.92% | 2026-07-17 | 2026-07-30 | 2026-08-13 | 9 | 10 |
| -2.95% | 2024-02-08 | 2024-02-13 | 2024-02-15 | 3 | 2 |
| -1.93% | 2024-02-26 | 2024-02-28 | 2024-03-06 | 2 | 5 |
| -1.35% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -1.04% | 2024-02-15 | 2024-02-20 | 2024-02-22 | 2 | 2 |
| -0.96% | 2026-07-14 | 2026-07-15 | 2026-07-16 | 1 | 1 |
| -0.94% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
Worst depth first · lengths in trading days.