$208.41
+1.91 (+0.92%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.92% | Sharpe | 1.08 |
| Sortino | 1.67 |
| Beta | 0.85 | Correlation | 0.40 |
| Up capture | 102.64% | Down capture | −18.71% |
Relative Value shows 1.08 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.02% | Ulcer Index | 8.32 |
| MTD | −2.37% | QTD | −6.57% |
| YTD | 13.30% | Window (ann., 3.0y) | 35.12% |
| Skewness | 0.52 | Excess Kurtosis | 6.83 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.02 |
| Gain/Pain | 0.22 | Hit Rate | 52.33% |
| Win/Loss | 1.10 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.97% | -4.88% | -3.27% | -4.68% |
| CVaR (ES) | -4.48% | -6.93% | -4.14% | -5.39% |
| VaR (Cornish-Fisher) | — | — | -2.67% | -7.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.02% | 2024-11-26 | 2025-04-08 | 2025-06-09 | 89 | 42 |
| -23.39% | 2026-01-21 | 2026-03-30 | 2026-06-18 | 47 | 54 |
| -12.52% | 2024-07-31 | 2024-08-05 | 2024-10-16 | 3 | 51 |
| -11.70% | 2025-08-13 | 2025-10-10 | 2026-01-08 | 41 | 61 |
| -9.36% | 2023-10-09 | 2023-10-23 | 2023-10-24 | 10 | 1 |
| -8.81% | 2026-07-27 | 2026-08-20 | ongoing | 18 | — |
| -8.73% | 2024-10-17 | 2024-10-22 | 2024-11-05 | 3 | 10 |
| -6.63% | 2023-08-31 | 2023-09-08 | 2023-10-09 | 5 | 21 |
| -6.50% | 2024-05-15 | 2024-06-14 | 2024-07-15 | 21 | 19 |
| -6.25% | 2024-04-03 | 2024-04-18 | 2024-04-23 | 11 | 3 |
Worst depth first · lengths in trading days.