$93.25
+0.81 (+0.88%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.04% | Sharpe | 0.80 |
| Sortino | 1.17 |
| Beta | 0.80 | Correlation | 0.48 |
| Up capture | 103.30% | Down capture | 147.62% |
Relative Value shows 0.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.05% | Ulcer Index | 10.24 |
| MTD | −0.72% | QTD | 4.22% |
| YTD | 5.82% | Window (ann., 3.0y) | 16.95% |
| Skewness | −0.23 | Excess Kurtosis | 10.13 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.11 |
| Gain/Pain | 0.16 | Hit Rate | 52.93% |
| Win/Loss | 1.02 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.93% | -3.24% | -2.31% | -3.30% |
| CVaR (ES) | -3.02% | -5.54% | -2.92% | -3.80% |
| VaR (Cornish-Fisher) | — | — | -2.11% | -6.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.05% | 2026-02-11 | 2026-05-19 | ongoing | 67 | — |
| -23.81% | 2024-11-25 | 2025-04-08 | 2025-08-27 | 90 | 97 |
| -11.64% | 2023-09-01 | 2023-10-27 | 2023-12-14 | 39 | 33 |
| -7.88% | 2024-05-20 | 2024-07-09 | 2024-10-18 | 33 | 72 |
| -5.54% | 2025-12-04 | 2025-12-31 | 2026-01-09 | 18 | 6 |
| -5.28% | 2023-12-19 | 2024-01-09 | 2024-02-01 | 13 | 16 |
| -4.36% | 2024-03-27 | 2024-04-18 | 2024-05-06 | 15 | 12 |
| -3.82% | 2025-10-08 | 2025-10-10 | 2025-10-20 | 2 | 6 |
| -3.79% | 2025-11-12 | 2025-11-17 | 2025-11-24 | 3 | 5 |
| -3.69% | 2024-11-11 | 2024-11-20 | 2024-11-25 | 7 | 3 |
Worst depth first · lengths in trading days.