$214.56
+3.35 (+1.59%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.59% | Sharpe | 0.32 |
| Sortino | 0.45 |
| Beta | 1.02 | Correlation | 0.35 |
| Up capture | 105.47% | Down capture | 233.68% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.98% | Ulcer Index | 32.63 |
| MTD | 12.12% | QTD | 54.08% |
| YTD | 23.80% | Window (ann., 3.0y) | 4.68% |
| Skewness | −0.39 | Excess Kurtosis | 18.47 |
| Omega (θ=0) | 1.06 | Tail Ratio | 0.96 |
| Gain/Pain | 0.06 | Hit Rate | 53.47% |
| Win/Loss | 0.92 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.66% | -6.82% | -4.26% | -6.04% |
| CVaR (ES) | -6.02% | -11.25% | -5.35% | -6.93% |
| VaR (Cornish-Fisher) | — | — | -3.56% | -17.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.98% | 2024-12-12 | 2026-04-10 | ongoing | 330 | — |
| -22.54% | 2024-03-07 | 2024-04-30 | 2024-09-11 | 37 | 92 |
| -13.55% | 2024-10-14 | 2024-10-31 | 2024-12-12 | 13 | 29 |
| -12.53% | 2023-12-01 | 2024-01-05 | 2024-01-31 | 23 | 17 |
| -12.06% | 2023-10-10 | 2023-10-23 | 2023-11-07 | 9 | 11 |
| -4.97% | 2023-08-30 | 2023-09-21 | 2023-10-06 | 15 | 11 |
| -3.93% | 2024-09-24 | 2024-10-01 | 2024-10-08 | 5 | 5 |
| -3.58% | 2024-02-02 | 2024-02-21 | 2024-02-28 | 12 | 5 |
| -2.36% | 2023-11-08 | 2023-11-09 | 2023-11-10 | 1 | 1 |
| -2.26% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
Worst depth first · lengths in trading days.