$222.80
+6.03 (+2.78%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.33% | Sharpe | 1.05 |
| Sortino | 1.66 |
| Beta | 0.77 | Correlation | 0.34 |
| Up capture | 150.59% | Down capture | 83.14% |
Relative Value shows 1.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −46.90% | Ulcer Index | 19.32 |
| MTD | 10.18% | QTD | 16.12% |
| YTD | 81.42% | Window (ann., 3.0y) | 37.67% |
| Skewness | 0.84 | Excess Kurtosis | 12.07 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.08 |
| Gain/Pain | 0.21 | Hit Rate | 51.47% |
| Win/Loss | 1.13 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.07% | -4.97% | -3.71% | -5.32% |
| CVaR (ES) | -4.55% | -7.85% | -4.70% | -6.11% |
| VaR (Cornish-Fisher) | — | — | -2.55% | -9.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.90% | 2024-11-13 | 2025-10-10 | 2026-02-02 | 226 | 77 |
| -16.20% | 2024-02-15 | 2024-03-18 | 2024-05-28 | 21 | 49 |
| -12.85% | 2026-03-02 | 2026-03-12 | 2026-04-08 | 8 | 18 |
| -9.71% | 2026-07-16 | 2026-07-29 | ongoing | 9 | — |
| -9.36% | 2024-08-30 | 2024-09-10 | 2024-09-23 | 6 | 9 |
| -8.36% | 2024-01-22 | 2024-02-01 | 2024-02-14 | 8 | 9 |
| -8.13% | 2024-09-25 | 2024-10-23 | 2024-10-31 | 20 | 6 |
| -7.32% | 2024-06-25 | 2024-07-09 | 2024-07-16 | 9 | 5 |
| -7.22% | 2024-05-31 | 2024-06-14 | 2024-06-24 | 10 | 5 |
| -6.85% | 2023-10-24 | 2023-10-31 | 2023-11-14 | 5 | 10 |
Worst depth first · lengths in trading days.