$154.16
+3.01 (+1.99%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.10% | Sharpe | 0.84 |
| Sortino | 1.27 |
| Beta | 1.90 | Correlation | 0.55 |
| Up capture | 159.21% | Down capture | 109.99% |
Relative Value shows 1.58 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −48.85% | Ulcer Index | 19.36 |
| MTD | −3.46% | QTD | −21.20% |
| YTD | 35.64% | Window (ann., 3.0y) | 31.70% |
| Skewness | 0.27 | Excess Kurtosis | 5.21 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.04 |
| Gain/Pain | 0.16 | Hit Rate | 52.20% |
| Win/Loss | 1.06 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.28% | -6.33% | -4.52% | -6.46% |
| CVaR (ES) | -6.00% | -9.76% | -5.71% | -7.42% |
| VaR (Cornish-Fisher) | — | — | -4.00% | -9.27% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.85% | 2024-05-15 | 2025-04-08 | 2025-10-24 | 224 | 138 |
| -31.83% | 2023-09-14 | 2023-10-27 | 2024-03-19 | 31 | 97 |
| -26.03% | 2026-02-11 | 2026-03-20 | 2026-04-17 | 26 | 19 |
| -22.74% | 2026-06-30 | 2026-08-20 | ongoing | 36 | — |
| -9.66% | 2026-05-06 | 2026-05-19 | 2026-05-27 | 9 | 4 |
| -8.27% | 2026-06-12 | 2026-06-24 | 2026-06-30 | 6 | 4 |
| -7.47% | 2025-10-24 | 2025-10-30 | 2025-11-26 | 4 | 19 |
| -7.37% | 2026-01-21 | 2026-01-30 | 2026-02-03 | 7 | 2 |
| -7.06% | 2026-06-02 | 2026-06-05 | 2026-06-12 | 3 | 3 |
| -6.05% | 2024-04-08 | 2024-04-24 | 2024-04-26 | 12 | 2 |
Worst depth first · lengths in trading days.