$153.51
+2.72 (+1.80%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.44% | Sharpe | 1.00 |
| Sortino | 1.53 |
| Beta | 0.87 | Correlation | 0.23 |
| Up capture | 133.53% | Down capture | −14.56% |
Relative Value shows 1.03 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.07% | Ulcer Index | 17.11 |
| MTD | −5.21% | QTD | −0.07% |
| YTD | 93.31% | Window (ann., 3.0y) | 38.05% |
| Skewness | 0.91 | Excess Kurtosis | 26.14 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.03 |
| Gain/Pain | 0.22 | Hit Rate | 54.53% |
| Win/Loss | 1.02 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.22% | -5.40% | -4.03% | -5.77% |
| CVaR (ES) | -5.21% | -10.01% | -5.09% | -6.63% |
| VaR (Cornish-Fisher) | — | — | -1.99% | -18.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.07% | 2025-02-19 | 2025-08-08 | 2026-05-11 | 118 | 189 |
| -24.20% | 2024-03-07 | 2024-08-05 | 2024-08-15 | 103 | 8 |
| -23.90% | 2023-09-11 | 2023-11-07 | 2024-01-24 | 41 | 52 |
| -10.40% | 2026-08-04 | 2026-08-20 | ongoing | 12 | — |
| -10.10% | 2026-07-14 | 2026-07-28 | 2026-08-04 | 10 | 5 |
| -8.43% | 2024-11-12 | 2024-11-19 | 2024-12-06 | 5 | 12 |
| -7.82% | 2024-02-14 | 2024-02-21 | 2024-03-04 | 4 | 8 |
| -6.77% | 2024-12-06 | 2025-01-14 | 2025-01-28 | 24 | 9 |
| -5.97% | 2024-10-11 | 2024-11-05 | 2024-11-07 | 17 | 2 |
| -4.50% | 2026-05-26 | 2026-05-27 | 2026-05-29 | 1 | 2 |
Worst depth first · lengths in trading days.