$152.55
+3.56 (+2.39%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.37% | Sharpe | 0.66 |
| Sortino | 0.99 |
| Beta | 0.04 | Correlation | 0.02 |
| Up capture | 73.28% | Down capture | 47.36% |
Relative Value shows 0.22 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.44% | Ulcer Index | 20.77 |
| MTD | 17.17% | QTD | 18.72% |
| YTD | 46.00% | Window (ann., 3.0y) | 14.87% |
| Skewness | 0.33 | Excess Kurtosis | 8.07 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.12 |
| Gain/Pain | 0.13 | Hit Rate | 51.07% |
| Win/Loss | 1.08 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.29% | -4.52% | -2.66% | -3.79% |
| CVaR (ES) | -3.57% | -6.08% | -3.36% | -4.36% |
| VaR (Cornish-Fisher) | — | — | -2.23% | -6.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.44% | 2024-06-24 | 2025-05-14 | 2026-06-25 | 223 | 276 |
| -9.38% | 2023-08-23 | 2023-11-28 | 2024-01-02 | 67 | 23 |
| -6.78% | 2026-07-02 | 2026-07-14 | 2026-07-23 | 7 | 7 |
| -6.32% | 2024-02-23 | 2024-03-14 | 2024-03-27 | 14 | 9 |
| -5.62% | 2024-03-28 | 2024-05-30 | 2024-06-24 | 43 | 16 |
| -3.10% | 2026-06-29 | 2026-07-01 | 2026-07-02 | 2 | 1 |
| -3.07% | 2026-07-28 | 2026-08-03 | 2026-08-12 | 4 | 7 |
| -2.20% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -2.11% | 2026-08-19 | 2026-08-20 | 2026-08-21 | 1 | 1 |
| -1.67% | 2024-02-07 | 2024-02-12 | 2024-02-16 | 3 | 4 |
Worst depth first · lengths in trading days.