$87.85
+1.17 (+1.35%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.47% | Sharpe | 0.80 |
| Sortino | 1.26 |
| Beta | 0.58 | Correlation | 0.27 |
| Up capture | 121.76% | Down capture | 93.91% |
Relative Value shows 0.90 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.85% | Ulcer Index | 10.15 |
| MTD | −3.31% | QTD | −8.07% |
| YTD | −9.31% | Window (ann., 3.0y) | 24.21% |
| Skewness | 0.72 | Excess Kurtosis | 4.79 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.13 |
| Gain/Pain | 0.15 | Hit Rate | 49.40% |
| Win/Loss | 1.16 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.04% | -5.06% | -3.46% | -4.94% |
| CVaR (ES) | -4.35% | -6.66% | -4.37% | -5.68% |
| VaR (Cornish-Fisher) | — | — | -2.78% | -5.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.85% | 2023-08-30 | 2023-10-12 | 2024-09-16 | 30 | 232 |
| -22.10% | 2025-02-05 | 2025-04-08 | 2025-08-01 | 43 | 79 |
| -20.62% | 2026-03-04 | 2026-04-30 | ongoing | 40 | — |
| -10.74% | 2024-11-11 | 2024-11-18 | 2025-01-08 | 5 | 34 |
| -9.66% | 2026-01-22 | 2026-02-04 | 2026-02-10 | 9 | 4 |
| -8.76% | 2024-10-30 | 2024-11-01 | 2024-11-06 | 2 | 3 |
| -7.70% | 2025-09-11 | 2025-09-25 | 2025-10-07 | 10 | 8 |
| -6.75% | 2025-10-08 | 2025-10-10 | 2025-10-22 | 2 | 8 |
| -5.58% | 2026-02-10 | 2026-02-24 | 2026-03-04 | 9 | 6 |
| -4.40% | 2025-08-27 | 2025-09-03 | 2025-09-11 | 4 | 6 |
Worst depth first · lengths in trading days.