$87.54
+0.47 (+0.54%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.32% | Sharpe | 0.37 |
| Sortino | 0.53 |
| Beta | 0.58 | Correlation | 0.31 |
| Up capture | 76.58% | Down capture | 145.83% |
Relative Value shows 0.66 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.30% | Ulcer Index | 18.29 |
| MTD | 11.23% | QTD | 20.20% |
| YTD | 9.49% | Window (ann., 3.0y) | 6.64% |
| Skewness | 0.21 | Excess Kurtosis | 10.20 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.05 |
| Gain/Pain | 0.07 | Hit Rate | 52.53% |
| Win/Loss | 0.96 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.70% | -4.66% | -3.00% | -4.25% |
| CVaR (ES) | -4.14% | -7.27% | -3.77% | -4.88% |
| VaR (Cornish-Fisher) | — | — | -2.50% | -8.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.30% | 2024-10-16 | 2026-02-12 | ongoing | 331 | — |
| -9.72% | 2023-08-31 | 2023-10-03 | 2023-11-30 | 22 | 41 |
| -9.51% | 2024-05-15 | 2024-07-01 | 2024-07-30 | 31 | 20 |
| -8.31% | 2024-07-31 | 2024-08-05 | 2024-08-23 | 3 | 14 |
| -7.43% | 2024-01-30 | 2024-02-09 | 2024-03-07 | 8 | 18 |
| -6.42% | 2024-03-28 | 2024-04-15 | 2024-05-15 | 11 | 22 |
| -3.56% | 2024-03-13 | 2024-03-15 | 2024-03-28 | 2 | 9 |
| -2.59% | 2024-01-02 | 2024-01-03 | 2024-01-08 | 1 | 3 |
| -2.45% | 2024-09-30 | 2024-10-07 | 2024-10-15 | 5 | 6 |
| -2.13% | 2024-08-30 | 2024-09-11 | 2024-09-16 | 7 | 3 |
Worst depth first · lengths in trading days.