$214.72
-2.13 (-0.98%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.59% | Sharpe | 1.33 |
| Sortino | 2.01 |
| Beta | 2.00 | Correlation | 0.67 |
| Up capture | 236.54% | Down capture | 134.45% |
Relative Value shows 2.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.88% | Ulcer Index | 11.15 |
| MTD | 6.96% | QTD | 7.31% |
| YTD | 15.27% | Window (ann., 3.0y) | 66.15% |
| Skewness | 0.19 | Excess Kurtosis | 5.05 |
| Omega (θ=0) | 1.26 | Tail Ratio | 1.04 |
| Gain/Pain | 0.26 | Hit Rate | 54.40% |
| Win/Loss | 1.05 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.17% | -6.96% | -4.58% | -6.58% |
| CVaR (ES) | -6.26% | -9.48% | -5.81% | -7.58% |
| VaR (Cornish-Fisher) | — | — | -4.12% | -9.60% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.88% | 2025-01-06 | 2025-04-04 | 2025-06-25 | 61 | 55 |
| -27.05% | 2024-06-18 | 2024-08-07 | 2024-10-14 | 34 | 47 |
| -20.21% | 2025-10-29 | 2026-03-30 | 2026-04-24 | 103 | 18 |
| -19.79% | 2024-03-25 | 2024-04-19 | 2024-05-21 | 18 | 22 |
| -19.30% | 2026-05-14 | 2026-07-29 | ongoing | 48 | — |
| -18.29% | 2023-08-31 | 2023-10-26 | 2023-11-14 | 39 | 13 |
| -13.41% | 2024-11-07 | 2024-12-18 | 2025-01-06 | 28 | 11 |
| -9.72% | 2023-11-20 | 2023-12-06 | 2024-01-08 | 11 | 21 |
| -9.28% | 2026-04-27 | 2026-05-05 | 2026-05-11 | 6 | 4 |
| -8.81% | 2025-08-12 | 2025-09-05 | 2025-09-22 | 17 | 11 |
Worst depth first · lengths in trading days.