$94.34
+0.88 (+0.94%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.64% | Sharpe | 0.82 |
| Sortino | 1.13 |
| Beta | 0.95 | Correlation | 0.60 |
| Up capture | 109.34% | Down capture | 144.98% |
Relative Value shows 0.75 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.97% | Ulcer Index | 7.55 |
| MTD | −1.25% | QTD | 12.19% |
| YTD | 22.04% | Window (ann., 3.0y) | 18.53% |
| Skewness | −0.53 | Excess Kurtosis | 5.88 |
| Omega (θ=0) | 1.16 | Tail Ratio | 0.96 |
| Gain/Pain | 0.16 | Hit Rate | 54.87% |
| Win/Loss | 0.94 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.27% | -4.86% | -2.47% | -3.53% |
| CVaR (ES) | -3.90% | -6.35% | -3.12% | -4.06% |
| VaR (Cornish-Fisher) | — | — | -2.51% | -6.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.97% | 2024-11-27 | 2025-04-08 | 2026-06-11 | 88 | 292 |
| -12.16% | 2023-09-19 | 2023-10-27 | 2023-12-13 | 28 | 32 |
| -11.57% | 2024-07-31 | 2024-08-05 | 2024-08-29 | 3 | 18 |
| -9.16% | 2024-10-14 | 2024-11-04 | 2024-11-22 | 15 | 14 |
| -7.80% | 2024-01-26 | 2024-02-01 | 2024-03-05 | 4 | 22 |
| -7.64% | 2024-05-17 | 2024-06-14 | 2024-07-15 | 19 | 19 |
| -7.00% | 2024-03-28 | 2024-04-17 | 2024-05-17 | 13 | 22 |
| -6.49% | 2026-08-06 | 2026-08-20 | ongoing | 10 | — |
| -4.77% | 2026-06-12 | 2026-06-24 | 2026-07-02 | 6 | 6 |
| -4.73% | 2024-09-03 | 2024-09-06 | 2024-09-17 | 3 | 7 |
Worst depth first · lengths in trading days.