$93.02
-0.63 (-0.67%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.32% | Sharpe | 0.61 |
| Sortino | 0.85 |
| Beta | 0.72 | Correlation | 0.26 |
| Up capture | 88.36% | Down capture | 41.39% |
Relative Value shows 0.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.97% | Ulcer Index | 16.61 |
| MTD | −10.93% | QTD | −10.08% |
| YTD | 19.21% | Window (ann., 3.0y) | 15.64% |
| Skewness | −0.53 | Excess Kurtosis | 12.86 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.01 |
| Gain/Pain | 0.12 | Hit Rate | 53.60% |
| Win/Loss | 0.96 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.01% | -5.66% | -3.37% | -4.80% |
| CVaR (ES) | -4.86% | -8.79% | -4.25% | -5.51% |
| VaR (Cornish-Fisher) | — | — | -3.13% | -11.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.97% | 2024-01-05 | 2024-12-19 | 2025-09-23 | 241 | 188 |
| -16.44% | 2026-01-26 | 2026-03-27 | 2026-04-29 | 43 | 22 |
| -15.90% | 2026-07-21 | 2026-08-21 | ongoing | 23 | — |
| -9.04% | 2025-10-27 | 2025-12-03 | 2026-01-22 | 26 | 33 |
| -8.78% | 2026-05-13 | 2026-06-02 | 2026-06-11 | 13 | 5 |
| -7.87% | 2023-09-25 | 2023-10-27 | 2023-12-06 | 24 | 27 |
| -3.83% | 2026-04-29 | 2026-05-05 | 2026-05-06 | 4 | 1 |
| -3.57% | 2026-06-12 | 2026-06-18 | 2026-06-25 | 3 | 4 |
| -3.19% | 2023-08-25 | 2023-08-31 | 2023-09-11 | 4 | 6 |
| -2.60% | 2026-07-01 | 2026-07-06 | 2026-07-13 | 2 | 5 |
Worst depth first · lengths in trading days.