$159.91
+0.17 (+0.11%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.84% | Sharpe | 1.25 |
| Sortino | 1.99 |
| Beta | 1.10 | Correlation | 0.62 |
| Up capture | 123.13% | Down capture | 73.00% |
Relative Value shows 1.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.13% | Ulcer Index | 8.32 |
| MTD | −1.46% | QTD | −7.63% |
| YTD | 14.56% | Window (ann., 3.0y) | 30.67% |
| Skewness | 0.65 | Excess Kurtosis | 3.65 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.10 |
| Gain/Pain | 0.24 | Hit Rate | 53.33% |
| Win/Loss | 1.07 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.19% | -3.46% | -2.35% | -3.38% |
| CVaR (ES) | -2.94% | -4.01% | -2.98% | -3.89% |
| VaR (Cornish-Fisher) | — | — | -1.95% | -3.70% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.13% | 2025-02-07 | 2025-04-08 | 2025-11-25 | 41 | 160 |
| -17.54% | 2024-07-16 | 2024-08-07 | 2024-09-24 | 16 | 33 |
| -13.04% | 2026-02-17 | 2026-03-13 | 2026-05-07 | 18 | 38 |
| -11.92% | 2024-02-23 | 2024-04-19 | 2024-07-16 | 39 | 59 |
| -11.49% | 2026-06-25 | 2026-07-23 | ongoing | 19 | — |
| -9.86% | 2023-09-14 | 2023-10-23 | 2023-11-22 | 27 | 22 |
| -6.95% | 2024-12-05 | 2025-01-08 | 2025-01-23 | 22 | 9 |
| -6.05% | 2025-12-22 | 2026-01-20 | 2026-02-06 | 18 | 13 |
| -4.27% | 2025-12-03 | 2025-12-09 | 2025-12-12 | 4 | 3 |
| -3.56% | 2024-09-27 | 2024-10-01 | 2024-10-17 | 2 | 12 |
Worst depth first · lengths in trading days.