$85.06
+0.47 (+0.56%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.17% | Sharpe | 0.83 |
| Sortino | 1.23 |
| Beta | 1.16 | Correlation | 0.53 |
| Up capture | 151.05% | Down capture | 220.00% |
Relative Value shows 1.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.14% | Ulcer Index | 10.31 |
| MTD | 3.39% | QTD | 28.77% |
| YTD | 30.99% | Window (ann., 3.0y) | 21.10% |
| Skewness | 0.21 | Excess Kurtosis | 4.36 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.14 |
| Gain/Pain | 0.16 | Hit Rate | 52.67% |
| Win/Loss | 1.01 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.53% | -5.00% | -2.83% | -4.04% |
| CVaR (ES) | -3.92% | -6.22% | -3.57% | -4.64% |
| VaR (Cornish-Fisher) | — | — | -2.56% | -5.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.14% | 2024-11-26 | 2025-04-21 | 2026-07-16 | 97 | 307 |
| -13.77% | 2023-08-25 | 2023-10-30 | 2023-12-01 | 45 | 23 |
| -10.13% | 2024-07-31 | 2024-08-07 | 2024-09-19 | 5 | 30 |
| -9.05% | 2024-03-27 | 2024-04-18 | 2024-05-15 | 15 | 19 |
| -8.82% | 2024-09-19 | 2024-10-25 | 2024-11-06 | 26 | 8 |
| -8.18% | 2024-06-13 | 2024-07-10 | 2024-07-16 | 17 | 4 |
| -7.04% | 2023-12-29 | 2024-01-05 | 2024-01-30 | 4 | 16 |
| -6.13% | 2024-05-28 | 2024-06-10 | 2024-06-13 | 9 | 3 |
| -5.20% | 2024-11-06 | 2024-11-15 | 2024-11-26 | 7 | 7 |
| -4.79% | 2023-12-04 | 2023-12-06 | 2023-12-08 | 2 | 2 |
Worst depth first · lengths in trading days.