$151.98
-2.32 (-1.50%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.21% | Sharpe | 1.10 |
| Sortino | 1.59 |
| Beta | 1.82 | Correlation | 0.71 |
| Up capture | 173.08% | Down capture | 118.85% |
Relative Value shows 1.35 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −46.67% | Ulcer Index | 14.63 |
| MTD | −1.20% | QTD | −10.39% |
| YTD | 49.54% | Window (ann., 3.0y) | 44.25% |
| Skewness | −0.13 | Excess Kurtosis | 5.91 |
| Omega (θ=0) | 1.22 | Tail Ratio | 0.94 |
| Gain/Pain | 0.22 | Hit Rate | 54.67% |
| Win/Loss | 0.99 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.97% | -7.25% | -4.09% | -5.86% |
| CVaR (ES) | -6.27% | -9.47% | -5.17% | -6.74% |
| VaR (Cornish-Fisher) | — | — | -3.87% | -9.67% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.67% | 2024-05-24 | 2025-04-08 | 2025-08-01 | 217 | 79 |
| -27.52% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -20.90% | 2023-09-11 | 2023-10-27 | 2023-12-14 | 34 | 33 |
| -16.93% | 2025-10-31 | 2025-12-17 | 2026-01-28 | 32 | 27 |
| -12.96% | 2026-02-25 | 2026-03-06 | 2026-03-19 | 7 | 9 |
| -11.23% | 2026-03-25 | 2026-03-30 | 2026-04-08 | 3 | 6 |
| -9.04% | 2026-05-14 | 2026-05-19 | 2026-06-03 | 3 | 10 |
| -8.91% | 2024-04-05 | 2024-04-22 | 2024-05-08 | 11 | 12 |
| -7.67% | 2026-06-03 | 2026-06-05 | 2026-06-18 | 1 | 7 |
| -6.30% | 2026-02-03 | 2026-02-12 | 2026-02-25 | 7 | 8 |
Worst depth first · lengths in trading days.