$216.87
+0.32 (+0.15%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.52% | Sharpe | 0.54 |
| Sortino | 0.84 |
| Beta | 0.96 | Correlation | 0.44 |
| Up capture | 92.86% | Down capture | 120.78% |
Relative Value shows 0.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.03% | Ulcer Index | 9.52 |
| MTD | −0.20% | QTD | 21.19% |
| YTD | 39.41% | Window (ann., 3.0y) | 11.72% |
| Skewness | 0.57 | Excess Kurtosis | 3.18 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.19 |
| Gain/Pain | 0.10 | Hit Rate | 47.47% |
| Win/Loss | 1.22 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.55% | -4.40% | -2.79% | -3.97% |
| CVaR (ES) | -3.59% | -5.14% | -3.52% | -4.56% |
| VaR (Cornish-Fisher) | — | — | -2.39% | -4.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.03% | 2025-08-27 | 2026-03-20 | 2026-06-25 | 141 | 65 |
| -19.59% | 2025-02-13 | 2025-04-08 | 2025-06-20 | 37 | 50 |
| -15.49% | 2023-08-21 | 2023-10-25 | 2024-07-31 | 46 | 191 |
| -14.17% | 2024-07-31 | 2024-09-11 | 2025-02-13 | 29 | 106 |
| -10.86% | 2025-07-10 | 2025-07-17 | 2025-08-13 | 5 | 19 |
| -4.66% | 2026-07-16 | 2026-07-21 | 2026-07-22 | 3 | 1 |
| -3.68% | 2026-06-25 | 2026-07-01 | 2026-07-07 | 4 | 3 |
| -3.44% | 2026-07-29 | 2026-08-05 | ongoing | 5 | — |
| -3.24% | 2025-06-24 | 2025-06-30 | 2025-07-01 | 4 | 1 |
| -2.24% | 2025-08-13 | 2025-08-15 | 2025-08-22 | 2 | 5 |
Worst depth first · lengths in trading days.