$83.73
+0.22 (+0.26%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.80% | Sharpe | 0.73 |
| Sortino | 1.13 |
| Beta | 0.89 | Correlation | 0.39 |
| Up capture | 106.87% | Down capture | 94.24% |
Relative Value shows 0.79 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.79% | Ulcer Index | 13.03 |
| MTD | −0.12% | QTD | 0.01% |
| YTD | 16.45% | Window (ann., 3.0y) | 19.66% |
| Skewness | 0.74 | Excess Kurtosis | 6.13 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.15 |
| Gain/Pain | 0.14 | Hit Rate | 48.93% |
| Win/Loss | 1.18 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.81% | -5.06% | -3.20% | -4.57% |
| CVaR (ES) | -4.19% | -6.14% | -4.04% | -5.25% |
| VaR (Cornish-Fisher) | — | — | -2.51% | -5.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.79% | 2023-12-28 | 2024-06-21 | 2024-11-06 | 120 | 96 |
| -27.16% | 2024-11-25 | 2025-04-11 | 2025-11-25 | 93 | 157 |
| -17.99% | 2023-09-01 | 2023-10-24 | 2023-11-14 | 36 | 15 |
| -14.30% | 2026-02-06 | 2026-03-18 | 2026-07-01 | 27 | 69 |
| -5.06% | 2025-12-15 | 2025-12-31 | 2026-01-21 | 11 | 13 |
| -4.47% | 2024-11-11 | 2024-11-19 | 2024-11-25 | 6 | 4 |
| -4.41% | 2026-07-16 | 2026-08-19 | ongoing | 24 | — |
| -3.51% | 2023-08-21 | 2023-08-25 | 2023-09-01 | 4 | 5 |
| -3.28% | 2023-11-17 | 2023-11-21 | 2023-12-01 | 2 | 7 |
| -3.21% | 2026-07-01 | 2026-07-08 | 2026-07-15 | 4 | 5 |
Worst depth first · lengths in trading days.