$215.97
-1.52 (-0.70%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.69% | Sharpe | 0.18 |
| Sortino | 0.27 |
| Beta | 0.74 | Correlation | 0.35 |
| Up capture | 58.72% | Down capture | 161.37% |
Relative Value shows 1.00 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.00% | Ulcer Index | 27.28 |
| MTD | 12.15% | QTD | 38.84% |
| YTD | 0.21% | Window (ann., 3.0y) | 0.91% |
| Skewness | 0.36 | Excess Kurtosis | 6.66 |
| Omega (θ=0) | 1.03 | Tail Ratio | 0.92 |
| Gain/Pain | 0.03 | Hit Rate | 50.53% |
| Win/Loss | 1.00 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.83% | -5.49% | -3.16% | -4.47% |
| CVaR (ES) | -4.46% | -7.29% | -3.97% | -5.13% |
| VaR (Cornish-Fisher) | — | — | -2.69% | -6.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.00% | 2024-12-12 | 2026-06-25 | ongoing | 379 | — |
| -13.70% | 2023-09-18 | 2023-10-25 | 2023-11-01 | 27 | 5 |
| -10.29% | 2024-04-09 | 2024-04-30 | 2024-07-25 | 15 | 59 |
| -7.80% | 2024-07-26 | 2024-08-07 | 2024-10-08 | 8 | 43 |
| -5.69% | 2023-12-27 | 2024-01-11 | 2024-02-23 | 10 | 29 |
| -5.08% | 2024-10-16 | 2024-10-31 | 2024-11-08 | 11 | 6 |
| -4.62% | 2024-11-12 | 2024-11-18 | 2024-11-25 | 4 | 5 |
| -3.52% | 2023-12-04 | 2023-12-08 | 2023-12-22 | 4 | 10 |
| -2.98% | 2024-03-07 | 2024-03-25 | 2024-04-08 | 12 | 9 |
| -2.51% | 2023-09-11 | 2023-09-14 | 2023-09-18 | 3 | 2 |
Worst depth first · lengths in trading days.