$115.31
+1.87 (+1.65%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.05% | Sharpe | 1.14 |
| Sortino | 1.73 |
| Beta | 0.23 | Correlation | 0.11 |
| Up capture | 111.48% | Down capture | −18.98% |
Relative Value shows 0.36 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −20.68% | Ulcer Index | 7.47 |
| MTD | −10.76% | QTD | −3.19% |
| YTD | 13.40% | Window (ann., 3.0y) | 35.57% |
| Skewness | 0.08 | Excess Kurtosis | 1.29 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.14 |
| Gain/Pain | 0.21 | Hit Rate | 53.47% |
| Win/Loss | 1.04 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.07% | -4.37% | -3.08% | -4.41% |
| CVaR (ES) | -4.07% | -5.60% | -3.89% | -5.07% |
| VaR (Cornish-Fisher) | — | — | -2.98% | -4.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.68% | 2025-01-31 | 2025-03-10 | 2025-05-08 | 25 | 42 |
| -17.47% | 2024-01-29 | 2024-04-17 | 2024-07-15 | 55 | 60 |
| -15.42% | 2026-02-03 | 2026-03-09 | 2026-06-26 | 23 | 73 |
| -14.66% | 2026-08-11 | 2026-08-20 | ongoing | 7 | — |
| -11.67% | 2025-09-23 | 2025-10-30 | 2025-12-10 | 27 | 28 |
| -11.25% | 2025-07-24 | 2025-08-07 | 2025-09-23 | 10 | 32 |
| -10.38% | 2024-07-31 | 2024-08-14 | 2024-08-30 | 10 | 12 |
| -8.49% | 2023-08-23 | 2023-10-20 | 2023-11-03 | 41 | 10 |
| -8.19% | 2023-12-28 | 2024-01-12 | 2024-01-26 | 10 | 9 |
| -7.68% | 2026-07-16 | 2026-07-23 | 2026-07-28 | 5 | 3 |
Worst depth first · lengths in trading days.