$182.52
+0.49 (+0.27%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.43% | Sharpe | 1.28 |
| Sortino | 2.03 |
| Beta | 0.70 | Correlation | 0.22 |
| Up capture | 122.24% | Down capture | −149.12% |
Relative Value shows 1.00 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.30% | Ulcer Index | 13.10 |
| MTD | 4.29% | QTD | 4.15% |
| YTD | −4.29% | Window (ann., 3.0y) | 50.30% |
| Skewness | 0.82 | Excess Kurtosis | 14.98 |
| Omega (θ=0) | 1.26 | Tail Ratio | 1.11 |
| Gain/Pain | 0.26 | Hit Rate | 51.60% |
| Win/Loss | 1.18 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.12% | -5.15% | -3.69% | -5.29% |
| CVaR (ES) | -4.68% | -8.31% | -4.67% | -6.09% |
| VaR (Cornish-Fisher) | — | — | -2.40% | -11.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.30% | 2024-03-26 | 2024-07-09 | 2024-10-18 | 71 | 72 |
| -27.46% | 2025-10-24 | 2026-05-11 | ongoing | 135 | — |
| -19.50% | 2025-06-02 | 2025-08-07 | 2025-09-04 | 46 | 19 |
| -12.80% | 2023-08-23 | 2023-09-06 | 2023-10-11 | 9 | 25 |
| -11.92% | 2024-12-02 | 2024-12-18 | 2025-01-21 | 12 | 20 |
| -10.43% | 2024-10-24 | 2024-11-20 | 2024-11-29 | 19 | 6 |
| -9.06% | 2024-01-03 | 2024-01-16 | 2024-01-23 | 8 | 5 |
| -8.91% | 2025-03-28 | 2025-04-04 | 2025-05-07 | 5 | 22 |
| -6.48% | 2025-10-07 | 2025-10-10 | 2025-10-14 | 3 | 2 |
| -6.30% | 2024-10-18 | 2024-10-22 | 2024-10-24 | 2 | 2 |
Worst depth first · lengths in trading days.