$189.76
-0.21 (-0.11%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.09% | Sharpe | 0.82 |
| Sortino | 1.16 |
| Beta | 1.19 | Correlation | 0.46 |
| Up capture | 137.47% | Down capture | 151.01% |
Relative Value shows 1.21 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.20% | Ulcer Index | 11.75 |
| MTD | 1.99% | QTD | −18.84% |
| YTD | 29.67% | Window (ann., 3.0y) | 24.93% |
| Skewness | −0.49 | Excess Kurtosis | 7.41 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.06 |
| Gain/Pain | 0.16 | Hit Rate | 53.47% |
| Win/Loss | 1.00 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.13% | -5.76% | -3.52% | -5.03% |
| CVaR (ES) | -4.92% | -9.10% | -4.45% | -5.78% |
| VaR (Cornish-Fisher) | — | — | -3.49% | -9.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.20% | 2024-07-23 | 2025-04-08 | 2025-09-18 | 178 | 112 |
| -27.41% | 2026-05-26 | 2026-07-29 | ongoing | 41 | — |
| -19.59% | 2023-08-31 | 2023-11-09 | 2024-05-23 | 49 | 134 |
| -18.32% | 2026-02-03 | 2026-03-06 | 2026-04-10 | 22 | 24 |
| -10.46% | 2026-05-14 | 2026-05-20 | 2026-05-26 | 4 | 3 |
| -8.67% | 2024-06-12 | 2024-07-09 | 2024-07-16 | 17 | 5 |
| -7.12% | 2025-12-11 | 2025-12-17 | 2025-12-26 | 4 | 6 |
| -5.72% | 2025-10-06 | 2025-10-10 | 2025-10-14 | 4 | 2 |
| -4.31% | 2024-05-30 | 2024-06-07 | 2024-06-12 | 6 | 3 |
| -4.24% | 2025-11-12 | 2025-11-20 | 2025-11-24 | 6 | 2 |
Worst depth first · lengths in trading days.