$181.82
-0.20 (-0.11%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.73% | Sharpe | 1.02 |
| Sortino | 1.52 |
| Beta | 1.07 | Correlation | 0.51 |
| Up capture | 116.35% | Down capture | 51.46% |
Relative Value shows 1.10 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.84% | Ulcer Index | 9.93 |
| MTD | 4.42% | QTD | −0.70% |
| YTD | 27.59% | Window (ann., 3.0y) | 29.40% |
| Skewness | 0.03 | Excess Kurtosis | 4.63 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.06 |
| Gain/Pain | 0.20 | Hit Rate | 53.60% |
| Win/Loss | 1.03 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.67% | -4.82% | -2.96% | -4.24% |
| CVaR (ES) | -4.08% | -7.02% | -3.74% | -4.87% |
| VaR (Cornish-Fisher) | — | — | -2.77% | -6.22% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.84% | 2025-09-11 | 2025-11-24 | 2026-06-16 | 52 | 136 |
| -25.13% | 2025-02-18 | 2025-03-13 | 2025-08-12 | 17 | 104 |
| -17.55% | 2024-03-27 | 2024-08-05 | 2024-09-24 | 89 | 35 |
| -12.11% | 2023-10-11 | 2023-10-27 | 2023-11-13 | 12 | 11 |
| -9.36% | 2023-11-20 | 2023-12-05 | 2023-12-12 | 10 | 5 |
| -8.56% | 2024-11-25 | 2025-01-10 | 2025-01-24 | 30 | 9 |
| -7.90% | 2023-12-19 | 2024-02-05 | 2024-02-23 | 31 | 13 |
| -6.68% | 2026-07-02 | 2026-07-31 | 2026-08-14 | 20 | 10 |
| -6.34% | 2023-09-14 | 2023-09-25 | 2023-10-05 | 7 | 8 |
| -4.88% | 2023-08-28 | 2023-09-06 | 2023-09-14 | 6 | 6 |
Worst depth first · lengths in trading days.