2,568.00
-41.00 (-1.57%)
as of 2026-08-17 · marketstack
quoted in pence (GBX)
stale — last close 2026-08-17, not a live quote
From 702 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.70% | Sharpe | 0.74 |
| Sortino | 1.01 |
| Beta | −0.22 | Correlation | −0.15 |
| Up capture | 17.79% | Down capture | −90.26% |
| Max Drawdown | −23.14% | Ulcer Index | 7.22 |
| MTD | −9.10% | QTD | −7.92% |
| YTD | −17.67% | Window (ann., 3.0y) | 13.06% |
| Skewness | −1.39 | Excess Kurtosis | 12.74 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.04 |
| Gain/Pain | 0.14 | Hit Rate | 53.99% |
| Win/Loss | 0.94 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.94% | -3.15% | -2.08% | -2.97% |
| CVaR (ES) | -3.04% | -5.28% | -2.63% | -3.41% |
| VaR (Cornish-Fisher) | — | — | -2.22% | -7.24% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.14% | 2026-02-06 | 2026-08-17 | ongoing | 117 | — |
| -14.42% | 2025-05-07 | 2025-05-16 | 2025-09-11 | 2 | 49 |
| -13.86% | 2024-01-26 | 2024-03-05 | 2024-05-15 | 27 | 48 |
| -11.71% | 2023-08-31 | 2023-10-04 | 2023-11-03 | 24 | 20 |
| -9.63% | 2025-12-09 | 2026-01-21 | 2026-02-06 | 27 | 12 |
| -7.43% | 2025-09-12 | 2025-10-21 | 2025-11-11 | 27 | 15 |
| -6.93% | 2025-02-12 | 2025-02-21 | 2025-04-03 | 7 | 29 |
| -5.28% | 2025-04-03 | 2025-04-07 | 2025-04-14 | 2 | 5 |
| -5.10% | 2024-09-10 | 2024-10-02 | 2024-10-10 | 16 | 6 |
| -4.58% | 2023-11-22 | 2023-12-12 | 2024-01-12 | 14 | 20 |
Worst depth first · lengths in trading days.