$136.22
+2.75 (+2.06%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.81% | Sharpe | 0.48 |
| Sortino | 0.77 |
| Beta | 1.42 | Correlation | 0.45 |
| Up capture | 150.90% | Down capture | 279.51% |
Relative Value shows 1.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.02% | Ulcer Index | 23.66 |
| MTD | 10.66% | QTD | 12.27% |
| YTD | 24.63% | Window (ann., 3.0y) | 11.92% |
| Skewness | 0.94 | Excess Kurtosis | 7.57 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.26 |
| Gain/Pain | 0.09 | Hit Rate | 48.93% |
| Win/Loss | 1.13 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.31% | -5.25% | -3.95% | -5.61% |
| CVaR (ES) | -4.67% | -7.06% | -4.97% | -6.44% |
| VaR (Cornish-Fisher) | — | — | -2.88% | -7.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.02% | 2024-07-29 | 2026-05-19 | ongoing | 453 | — |
| -24.78% | 2023-09-01 | 2023-10-27 | 2023-12-14 | 39 | 33 |
| -18.76% | 2024-03-28 | 2024-06-25 | 2024-07-16 | 60 | 14 |
| -8.25% | 2024-01-10 | 2024-01-24 | 2024-02-01 | 9 | 6 |
| -4.77% | 2023-12-14 | 2024-01-04 | 2024-01-10 | 13 | 4 |
| -4.16% | 2024-07-16 | 2024-07-24 | 2024-07-25 | 6 | 1 |
| -3.87% | 2024-03-08 | 2024-03-14 | 2024-03-20 | 4 | 4 |
| -3.34% | 2024-02-01 | 2024-02-05 | 2024-02-12 | 2 | 5 |
| -2.99% | 2024-02-12 | 2024-02-21 | 2024-02-29 | 6 | 6 |
| -2.06% | 2024-03-01 | 2024-03-05 | 2024-03-07 | 2 | 2 |
Worst depth first · lengths in trading days.