$84.94
+0.12 (+0.14%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.31% | Sharpe | 0.17 |
| Sortino | 0.24 |
| Beta | 0.22 | Correlation | 0.10 |
| Up capture | 42.94% | Down capture | 58.59% |
Relative Value shows 0.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.97% | Ulcer Index | 18.53 |
| MTD | −5.63% | QTD | −4.11% |
| YTD | 24.43% | Window (ann., 3.0y) | 1.12% |
| Skewness | −0.07 | Excess Kurtosis | 1.42 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.04 |
| Gain/Pain | 0.03 | Hit Rate | 49.47% |
| Win/Loss | 1.04 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.43% | -4.34% | -2.61% | -3.69% |
| CVaR (ES) | -3.62% | -5.05% | -3.27% | -4.23% |
| VaR (Cornish-Fisher) | — | — | -2.59% | -4.30% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.97% | 2024-01-02 | 2025-08-05 | 2026-02-12 | 398 | 132 |
| -12.12% | 2023-08-21 | 2023-09-07 | 2023-12-07 | 12 | 64 |
| -11.28% | 2026-04-09 | 2026-05-12 | ongoing | 23 | — |
| -6.47% | 2026-02-13 | 2026-03-20 | 2026-03-30 | 24 | 6 |
| -2.52% | 2023-12-13 | 2023-12-15 | 2023-12-26 | 2 | 6 |
| -1.71% | 2023-12-11 | 2023-12-12 | 2023-12-13 | 1 | 1 |
| -0.24% | 2026-04-06 | 2026-04-07 | 2026-04-08 | 1 | 1 |
| -0.16% | 2026-03-30 | 2026-03-31 | 2026-04-01 | 1 | 1 |
| -0.06% | 2023-12-26 | 2023-12-27 | 2023-12-28 | 1 | 1 |
Worst depth first · lengths in trading days.