$163.02
-1.81 (-1.10%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.61% | Sharpe | 0.20 |
| Sortino | 0.30 |
| Beta | 1.65 | Correlation | 0.61 |
| Up capture | 110.01% | Down capture | 294.77% |
Relative Value shows 1.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.31% | Ulcer Index | 30.63 |
| MTD | 1.56% | QTD | 2.61% |
| YTD | 19.57% | Window (ann., 3.0y) | 0.67% |
| Skewness | 0.79 | Excess Kurtosis | 4.60 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.02 |
| Gain/Pain | 0.04 | Hit Rate | 48.53% |
| Win/Loss | 1.09 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.51% | -5.25% | -3.76% | -5.34% |
| CVaR (ES) | -4.61% | -6.34% | -4.73% | -6.12% |
| VaR (Cornish-Fisher) | — | — | -3.01% | -5.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.31% | 2023-12-28 | 2025-04-08 | ongoing | 319 | — |
| -22.24% | 2023-09-01 | 2023-10-27 | 2023-12-01 | 39 | 24 |
| -1.63% | 2023-08-21 | 2023-08-23 | 2023-08-28 | 2 | 3 |
| -1.52% | 2023-12-08 | 2023-12-11 | 2023-12-13 | 1 | 2 |
| -1.23% | 2023-12-19 | 2023-12-20 | 2023-12-26 | 1 | 3 |
Worst depth first · lengths in trading days.