$93.33
-1.27 (-1.34%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.42% | Sharpe | 0.78 |
| Sortino | 1.05 |
| Beta | 0.27 | Correlation | 0.14 |
| Up capture | 66.66% | Down capture | −3.62% |
Relative Value shows 0.72 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.15% | Ulcer Index | 19.75 |
| MTD | 4.00% | QTD | 8.63% |
| YTD | 31.81% | Window (ann., 3.0y) | 18.56% |
| Skewness | −1.01 | Excess Kurtosis | 6.17 |
| Omega (θ=0) | 1.15 | Tail Ratio | 0.92 |
| Gain/Pain | 0.15 | Hit Rate | 55.60% |
| Win/Loss | 0.91 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.74% | -4.82% | -2.66% | -3.79% |
| CVaR (ES) | -4.15% | -6.63% | -3.35% | -4.35% |
| VaR (Cornish-Fisher) | — | — | -2.89% | -6.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.15% | 2024-11-22 | 2025-11-04 | ongoing | 236 | — |
| -10.48% | 2023-09-14 | 2023-10-04 | 2023-10-13 | 14 | 7 |
| -7.85% | 2023-10-16 | 2023-11-08 | 2023-12-01 | 17 | 16 |
| -6.80% | 2024-07-17 | 2024-08-05 | 2024-08-08 | 13 | 3 |
| -6.42% | 2024-09-23 | 2024-09-26 | 2024-10-11 | 3 | 11 |
| -5.91% | 2024-05-21 | 2024-06-14 | 2024-07-12 | 17 | 18 |
| -5.91% | 2023-12-04 | 2023-12-12 | 2023-12-26 | 6 | 9 |
| -4.30% | 2024-04-25 | 2024-05-01 | 2024-05-13 | 4 | 8 |
| -4.01% | 2024-01-03 | 2024-01-24 | 2024-02-15 | 14 | 16 |
| -3.85% | 2024-03-28 | 2024-04-16 | 2024-04-23 | 12 | 5 |
Worst depth first · lengths in trading days.