$119.85
-2.84 (-2.31%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 16.91% | Sharpe | 0.87 |
| Sortino | 1.26 |
| Beta | 0.01 | Correlation | 0.00 |
| Up capture | 31.48% | Down capture | −53.56% |
Relative Value shows 0.36 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −11.59% | Ulcer Index | 4.75 |
| MTD | −4.45% | QTD | −5.32% |
| YTD | 4.01% | Window (ann., 3.0y) | 14.07% |
| Skewness | −0.16 | Excess Kurtosis | 0.53 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.04 |
| Gain/Pain | 0.15 | Hit Rate | 53.07% |
| Win/Loss | 1.02 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.70% | -2.56% | -1.69% | -2.42% |
| CVaR (ES) | -2.29% | -3.21% | -2.14% | -2.78% |
| VaR (Cornish-Fisher) | — | — | -1.73% | -2.67% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -11.59% | 2024-10-18 | 2024-12-18 | 2025-03-03 | 42 | 48 |
| -10.88% | 2025-10-22 | 2025-12-10 | 2026-02-13 | 34 | 44 |
| -10.49% | 2023-09-14 | 2023-10-02 | 2023-12-07 | 12 | 47 |
| -9.42% | 2026-03-16 | 2026-08-21 | ongoing | 107 | — |
| -9.34% | 2025-04-03 | 2025-05-14 | 2025-08-04 | 28 | 55 |
| -8.10% | 2024-01-08 | 2024-02-14 | 2024-04-24 | 26 | 48 |
| -6.35% | 2024-09-16 | 2024-10-07 | 2024-10-16 | 15 | 7 |
| -5.02% | 2024-06-04 | 2024-07-01 | 2024-07-12 | 18 | 8 |
| -4.34% | 2023-08-25 | 2023-09-05 | 2023-09-08 | 6 | 3 |
| -3.92% | 2025-03-17 | 2025-03-25 | 2025-03-31 | 6 | 4 |
Worst depth first · lengths in trading days.