$183.90
+1.39 (+0.76%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.47% | Sharpe | 1.37 |
| Sortino | 2.06 |
| Beta | 1.55 | Correlation | 0.74 |
| Up capture | 159.93% | Down capture | 113.62% |
Relative Value shows 1.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −25.21% | Ulcer Index | 6.49 |
| MTD | 0.94% | QTD | 5.79% |
| YTD | 36.02% | Window (ann., 3.0y) | 38.27% |
| Skewness | 0.18 | Excess Kurtosis | 5.23 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.04 |
| Gain/Pain | 0.28 | Hit Rate | 54.80% |
| Win/Loss | 1.05 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.44% | -4.69% | -2.60% | -3.74% |
| CVaR (ES) | -3.78% | -5.90% | -3.30% | -4.30% |
| VaR (Cornish-Fisher) | — | — | -2.34% | -5.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -25.21% | 2025-02-18 | 2025-04-08 | 2025-06-23 | 35 | 51 |
| -18.19% | 2023-09-11 | 2023-10-25 | 2023-11-29 | 32 | 24 |
| -12.39% | 2026-02-09 | 2026-03-18 | 2026-04-13 | 26 | 17 |
| -10.53% | 2024-03-28 | 2024-04-16 | 2024-07-12 | 12 | 60 |
| -9.91% | 2024-11-29 | 2025-01-10 | 2025-01-24 | 27 | 9 |
| -9.85% | 2023-12-14 | 2024-02-13 | 2024-03-21 | 40 | 26 |
| -9.12% | 2024-07-16 | 2024-08-05 | 2024-08-30 | 14 | 19 |
| -8.83% | 2025-09-30 | 2025-11-17 | 2025-12-10 | 34 | 16 |
| -7.05% | 2026-07-15 | 2026-07-29 | 2026-08-12 | 10 | 10 |
| -6.82% | 2026-04-21 | 2026-05-07 | 2026-06-04 | 12 | 19 |
Worst depth first · lengths in trading days.