$229.07
+2.35 (+1.04%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.22% | Sharpe | 0.11 |
| Sortino | 0.15 |
| Beta | 0.11 | Correlation | 0.03 |
| Up capture | 32.86% | Down capture | 69.31% |
Relative Value shows 0.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.73% | Ulcer Index | 37.86 |
| MTD | 39.71% | QTD | 82.26% |
| YTD | 44.53% | Window (ann., 3.0y) | −6.06% |
| Skewness | −1.86 | Excess Kurtosis | 49.91 |
| Omega (θ=0) | 1.02 | Tail Ratio | 0.98 |
| Gain/Pain | 0.02 | Hit Rate | 51.73% |
| Win/Loss | 0.95 | Upside Potential | 0.41 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.67% | -6.20% | -4.77% | -6.75% |
| CVaR (ES) | -6.14% | -12.32% | -5.99% | -7.74% |
| VaR (Cornish-Fisher) | — | — | -3.19% | -40.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.73% | 2023-09-01 | 2026-04-10 | ongoing | 653 | — |
| -1.82% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
Worst depth first · lengths in trading days.