$189.43
+0.99 (+0.53%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.05% | Sharpe | 0.28 |
| Sortino | 0.41 |
| Beta | 0.92 | Correlation | 0.51 |
| Up capture | 56.42% | Down capture | 121.64% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −34.28% | Ulcer Index | 13.87 |
| MTD | −0.44% | QTD | 8.51% |
| YTD | 18.97% | Window (ann., 3.0y) | 3.76% |
| Skewness | 0.42 | Excess Kurtosis | 4.91 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.06 |
| Gain/Pain | 0.05 | Hit Rate | 49.33% |
| Win/Loss | 1.08 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.15% | -3.27% | -2.36% | -3.35% |
| CVaR (ES) | -3.06% | -4.84% | -2.97% | -3.84% |
| VaR (Cornish-Fisher) | — | — | -2.04% | -4.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -34.28% | 2024-07-16 | 2025-04-07 | 2026-02-11 | 182 | 213 |
| -21.29% | 2026-02-12 | 2026-06-08 | ongoing | 79 | — |
| -20.02% | 2023-09-01 | 2023-10-23 | 2024-02-29 | 35 | 88 |
| -11.87% | 2024-04-05 | 2024-06-07 | 2024-07-16 | 44 | 25 |
| -2.15% | 2024-03-12 | 2024-03-20 | 2024-03-21 | 6 | 1 |
| -1.61% | 2024-03-26 | 2024-04-04 | 2024-04-05 | 6 | 1 |
| -1.29% | 2024-03-04 | 2024-03-05 | 2024-03-12 | 1 | 5 |
| -0.73% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -0.61% | 2024-02-29 | 2024-03-01 | 2024-03-04 | 1 | 1 |
| -0.22% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
Worst depth first · lengths in trading days.