$201.00
-0.14 (-0.07%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.91% | Sharpe | 0.48 |
| Sortino | 0.69 |
| Beta | 0.78 | Correlation | 0.55 |
| Up capture | 68.28% | Down capture | 119.95% |
Relative Value shows 1.02 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −22.37% | Ulcer Index | 7.48 |
| MTD | −3.83% | QTD | −0.76% |
| YTD | 14.65% | Window (ann., 3.0y) | 8.06% |
| Skewness | 0.01 | Excess Kurtosis | 2.65 |
| Omega (θ=0) | 1.08 | Tail Ratio | 0.97 |
| Gain/Pain | 0.08 | Hit Rate | 51.33% |
| Win/Loss | 1.02 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.05% | -3.43% | -2.13% | -3.02% |
| CVaR (ES) | -2.93% | -4.45% | -2.68% | -3.47% |
| VaR (Cornish-Fisher) | — | — | -2.05% | -3.83% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.37% | 2024-09-19 | 2025-04-08 | 2025-12-11 | 137 | 171 |
| -15.92% | 2024-02-09 | 2024-04-30 | 2024-07-12 | 55 | 50 |
| -13.61% | 2023-08-29 | 2023-10-23 | 2023-12-13 | 38 | 36 |
| -10.19% | 2026-07-16 | 2026-08-06 | ongoing | 15 | — |
| -6.83% | 2026-02-27 | 2026-03-24 | 2026-04-14 | 17 | 14 |
| -6.27% | 2024-07-22 | 2024-08-05 | 2024-09-19 | 10 | 32 |
| -5.87% | 2026-05-26 | 2026-06-01 | 2026-06-26 | 4 | 15 |
| -5.53% | 2026-01-16 | 2026-01-28 | 2026-02-05 | 7 | 6 |
| -4.46% | 2023-12-28 | 2024-01-18 | 2024-02-09 | 13 | 16 |
| -2.76% | 2023-12-14 | 2023-12-20 | 2023-12-28 | 4 | 5 |
Worst depth first · lengths in trading days.