$218.85
+2.94 (+1.36%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.15% | Sharpe | 0.29 |
| Sortino | 0.42 |
| Beta | 0.59 | Correlation | 0.37 |
| Up capture | 64.88% | Down capture | 154.54% |
Relative Value shows 0.78 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −41.72% | Ulcer Index | 20.87 |
| MTD | 12.24% | QTD | 14.89% |
| YTD | −4.00% | Window (ann., 3.0y) | 4.24% |
| Skewness | 0.14 | Excess Kurtosis | 6.07 |
| Omega (θ=0) | 1.05 | Tail Ratio | 0.98 |
| Gain/Pain | 0.05 | Hit Rate | 51.47% |
| Win/Loss | 0.99 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.61% | -4.49% | -2.99% | -4.24% |
| CVaR (ES) | -4.04% | -6.86% | -3.75% | -4.86% |
| VaR (Cornish-Fisher) | — | — | -2.69% | -6.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -41.72% | 2024-08-01 | 2026-05-15 | ongoing | 448 | — |
| -15.26% | 2023-10-10 | 2023-10-30 | 2023-11-22 | 14 | 17 |
| -10.63% | 2024-06-06 | 2024-07-05 | 2024-07-25 | 19 | 14 |
| -7.97% | 2024-03-04 | 2024-04-19 | 2024-05-14 | 33 | 17 |
| -6.93% | 2023-09-01 | 2023-09-28 | 2023-10-02 | 18 | 2 |
| -5.41% | 2024-05-22 | 2024-05-30 | 2024-06-05 | 5 | 4 |
| -4.38% | 2024-01-08 | 2024-01-17 | 2024-01-30 | 6 | 9 |
| -2.69% | 2024-02-06 | 2024-02-13 | 2024-02-15 | 5 | 2 |
| -2.68% | 2023-12-01 | 2023-12-08 | 2023-12-13 | 5 | 3 |
| -2.06% | 2024-01-30 | 2024-01-31 | 2024-02-01 | 1 | 1 |
Worst depth first · lengths in trading days.