$146.81
-0.45 (-0.31%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.74% | Sharpe | 0.46 |
| Sortino | 0.67 |
| Beta | 1.44 | Correlation | 0.61 |
| Up capture | 105.20% | Down capture | 192.11% |
Relative Value shows 1.16 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.35% | Ulcer Index | 15.05 |
| MTD | −0.83% | QTD | 1.04% |
| YTD | 14.05% | Window (ann., 3.0y) | 8.92% |
| Skewness | 0.29 | Excess Kurtosis | 5.91 |
| Omega (θ=0) | 1.08 | Tail Ratio | 0.99 |
| Gain/Pain | 0.08 | Hit Rate | 52.00% |
| Win/Loss | 1.00 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.54% | -4.29% | -2.72% | -3.87% |
| CVaR (ES) | -3.72% | -5.45% | -3.43% | -4.44% |
| VaR (Cornish-Fisher) | — | — | -2.38% | -5.78% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.35% | 2024-09-23 | 2025-04-08 | ongoing | 135 | — |
| -20.70% | 2023-08-30 | 2023-10-25 | 2023-11-15 | 39 | 15 |
| -18.54% | 2024-01-02 | 2024-04-19 | 2024-07-12 | 75 | 57 |
| -5.40% | 2024-07-17 | 2024-08-05 | 2024-08-19 | 13 | 10 |
| -2.65% | 2024-08-27 | 2024-09-05 | 2024-09-16 | 6 | 7 |
| -2.59% | 2023-11-16 | 2023-11-27 | 2023-11-30 | 6 | 3 |
| -2.00% | 2023-12-14 | 2023-12-18 | 2023-12-21 | 2 | 3 |
| -1.13% | 2023-12-28 | 2023-12-29 | 2024-01-02 | 1 | 1 |
| -0.86% | 2024-09-18 | 2024-09-19 | 2024-09-23 | 1 | 2 |
| -0.66% | 2023-12-04 | 2023-12-05 | 2023-12-07 | 1 | 2 |
Worst depth first · lengths in trading days.