$155.74
+2.25 (+1.47%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.53% | Sharpe | −0.04 |
| Sortino | −0.07 |
| Beta | 0.01 | Correlation | 0.00 |
| Up capture | 10.38% | Down capture | 66.40% |
Relative Value shows −0.05 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −39.22% | Ulcer Index | 21.59 |
| MTD | −2.28% | QTD | 4.52% |
| YTD | −8.83% | Window (ann., 3.0y) | −5.44% |
| Skewness | 1.03 | Excess Kurtosis | 26.53 |
| Omega (θ=0) | 0.99 | Tail Ratio | 0.85 |
| Gain/Pain | −0.01 | Hit Rate | 50.80% |
| Win/Loss | 0.95 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.55% | -3.70% | -3.06% | -4.33% |
| CVaR (ES) | -3.95% | -7.45% | -3.84% | -4.96% |
| VaR (Cornish-Fisher) | — | — | -1.49% | -13.72% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.22% | 2024-10-16 | 2026-06-25 | ongoing | 419 | — |
| -19.26% | 2023-12-04 | 2024-02-13 | 2024-10-16 | 48 | 170 |
| -7.85% | 2023-08-29 | 2023-09-08 | 2023-10-09 | 7 | 21 |
| -3.81% | 2023-10-09 | 2023-10-25 | 2023-10-26 | 12 | 1 |
| -2.19% | 2023-11-14 | 2023-11-28 | 2023-12-04 | 9 | 4 |
| -1.95% | 2023-11-01 | 2023-11-02 | 2023-11-10 | 1 | 6 |
| -1.90% | 2023-10-26 | 2023-10-31 | 2023-11-01 | 3 | 1 |
| -0.60% | 2023-08-21 | 2023-08-22 | 2023-08-24 | 1 | 2 |
Worst depth first · lengths in trading days.