$221.60
+3.65 (+1.67%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.17% | Sharpe | 0.71 |
| Sortino | 1.12 |
| Beta | 0.53 | Correlation | 0.38 |
| Up capture | 62.35% | Down capture | 17.17% |
Relative Value shows 0.59 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.92% | Ulcer Index | 9.42 |
| MTD | 8.85% | QTD | 8.44% |
| YTD | 23.24% | Window (ann., 3.0y) | 16.33% |
| Skewness | 1.14 | Excess Kurtosis | 10.40 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.14 |
| Gain/Pain | 0.14 | Hit Rate | 51.66% |
| Win/Loss | 1.06 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.29% | -3.91% | -2.64% | -3.76% |
| CVaR (ES) | -3.35% | -5.01% | -3.33% | -4.32% |
| VaR (Cornish-Fisher) | — | — | -1.72% | -5.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.92% | 2025-06-20 | 2025-11-20 | 2026-08-10 | 107 | 176 |
| -20.39% | 2024-03-06 | 2024-07-09 | 2024-09-23 | 85 | 53 |
| -13.93% | 2023-08-30 | 2023-10-13 | 2023-11-15 | 31 | 23 |
| -10.97% | 2025-04-02 | 2025-04-08 | 2025-05-15 | 4 | 26 |
| -9.64% | 2025-02-28 | 2025-03-13 | 2025-03-24 | 9 | 7 |
| -9.30% | 2024-11-29 | 2024-12-18 | 2024-12-19 | 13 | 1 |
| -9.02% | 2024-09-23 | 2024-10-09 | 2024-11-25 | 12 | 33 |
| -5.25% | 2023-12-18 | 2024-01-12 | 2024-02-01 | 17 | 13 |
| -4.61% | 2025-02-06 | 2025-02-14 | 2025-02-28 | 6 | 9 |
| -4.27% | 2026-08-12 | 2026-08-20 | ongoing | 6 | — |
Worst depth first · lengths in trading days.