$173.23
+1.54 (+0.90%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.53% | Sharpe | 1.07 |
| Sortino | 1.67 |
| Beta | 0.37 | Correlation | 0.18 |
| Up capture | 95.96% | Down capture | −41.57% |
Relative Value shows 0.64 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −17.90% | Ulcer Index | 7.02 |
| MTD | 1.35% | QTD | 4.74% |
| YTD | 43.48% | Window (ann., 3.0y) | 33.08% |
| Skewness | 0.46 | Excess Kurtosis | 3.75 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.15 |
| Gain/Pain | 0.21 | Hit Rate | 52.54% |
| Win/Loss | 1.09 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.78% | -5.07% | -3.13% | -4.49% |
| CVaR (ES) | -4.10% | -6.42% | -3.96% | -5.16% |
| VaR (Cornish-Fisher) | — | — | -2.71% | -5.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.90% | 2026-02-20 | 2026-06-03 | 2026-06-25 | 69 | 12 |
| -17.88% | 2025-07-17 | 2025-10-29 | 2026-01-21 | 73 | 56 |
| -16.85% | 2024-07-26 | 2024-08-12 | 2024-10-16 | 11 | 46 |
| -15.85% | 2025-03-03 | 2025-04-04 | 2025-05-02 | 24 | 19 |
| -14.71% | 2023-09-01 | 2023-10-25 | 2023-11-14 | 37 | 14 |
| -12.21% | 2024-11-06 | 2025-01-10 | 2025-02-04 | 43 | 16 |
| -11.66% | 2024-03-28 | 2024-04-17 | 2024-07-11 | 13 | 58 |
| -11.18% | 2024-01-30 | 2024-02-13 | 2024-03-20 | 10 | 25 |
| -9.50% | 2023-12-27 | 2024-01-16 | 2024-01-22 | 12 | 4 |
| -7.41% | 2025-05-27 | 2025-06-05 | 2025-06-27 | 7 | 15 |
Worst depth first · lengths in trading days.