$136.10
-1.02 (-0.74%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.08% | Sharpe | 1.27 |
| Sortino | 1.84 |
| Beta | 0.37 | Correlation | 0.25 |
| Up capture | 90.11% | Down capture | 15.98% |
Relative Value shows 0.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −13.72% | Ulcer Index | 4.55 |
| MTD | −4.09% | QTD | 2.70% |
| YTD | −0.34% | Window (ann., 3.0y) | 26.32% |
| Skewness | −0.35 | Excess Kurtosis | 5.17 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.03 |
| Gain/Pain | 0.25 | Hit Rate | 55.93% |
| Win/Loss | 0.97 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.90% | -3.46% | -1.98% | -2.84% |
| CVaR (ES) | -2.89% | -4.62% | -2.51% | -3.27% |
| VaR (Cornish-Fisher) | — | — | -1.97% | -4.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -13.72% | 2024-11-27 | 2025-01-10 | 2025-03-27 | 28 | 52 |
| -12.04% | 2025-04-02 | 2025-04-07 | 2025-05-02 | 3 | 18 |
| -11.46% | 2026-02-17 | 2026-06-03 | 2026-07-28 | 74 | 35 |
| -10.01% | 2024-10-17 | 2024-11-01 | 2024-11-26 | 11 | 17 |
| -9.16% | 2025-09-04 | 2025-10-29 | 2025-11-20 | 39 | 16 |
| -8.70% | 2025-05-19 | 2025-07-15 | 2025-08-14 | 38 | 22 |
| -7.94% | 2025-12-24 | 2026-01-23 | 2026-02-04 | 19 | 8 |
| -7.69% | 2024-04-05 | 2024-04-26 | 2024-06-20 | 15 | 37 |
| -6.58% | 2026-07-29 | 2026-08-21 | ongoing | 17 | — |
| -6.19% | 2024-07-30 | 2024-08-05 | 2024-08-23 | 4 | 14 |
Worst depth first · lengths in trading days.