$233.40
-3.35 (-1.41%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.40% | Sharpe | 1.57 |
| Sortino | 2.51 |
| Beta | 0.91 | Correlation | 0.37 |
| Up capture | 171.49% | Down capture | 6.58% |
Relative Value shows 0.64 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.40% | Ulcer Index | 13.73 |
| MTD | 3.26% | QTD | 10.43% |
| YTD | 71.48% | Window (ann., 3.0y) | 53.56% |
| Skewness | 0.51 | Excess Kurtosis | 3.21 |
| Omega (θ=0) | 1.31 | Tail Ratio | 1.17 |
| Gain/Pain | 0.31 | Hit Rate | 53.47% |
| Win/Loss | 1.13 | Upside Potential | 0.67 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.73% | -4.50% | -2.96% | -4.27% |
| CVaR (ES) | -3.84% | -5.49% | -3.76% | -4.91% |
| VaR (Cornish-Fisher) | — | — | -2.55% | -4.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.40% | 2024-08-30 | 2025-03-25 | 2025-11-25 | 140 | 170 |
| -13.65% | 2024-07-31 | 2024-08-06 | 2024-08-30 | 4 | 18 |
| -12.76% | 2024-02-22 | 2024-04-16 | 2024-05-15 | 37 | 21 |
| -10.08% | 2026-05-20 | 2026-06-01 | 2026-06-18 | 7 | 10 |
| -9.96% | 2026-04-09 | 2026-04-15 | 2026-05-08 | 4 | 17 |
| -9.87% | 2026-07-28 | 2026-08-04 | 2026-08-18 | 5 | 10 |
| -9.81% | 2026-03-04 | 2026-03-12 | 2026-04-08 | 6 | 18 |
| -9.06% | 2025-12-22 | 2026-01-08 | 2026-01-21 | 11 | 8 |
| -8.17% | 2024-01-23 | 2024-02-13 | 2024-02-21 | 15 | 5 |
| -7.40% | 2026-02-13 | 2026-02-23 | 2026-03-02 | 5 | 5 |
Worst depth first · lengths in trading days.