$153.34
+0.98 (+0.64%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.84% | Sharpe | −0.03 |
| Sortino | −0.04 |
| Beta | 0.20 | Correlation | 0.08 |
| Up capture | 42.16% | Down capture | 164.75% |
Relative Value shows 0.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −56.35% | Ulcer Index | 27.81 |
| MTD | 11.20% | QTD | 46.69% |
| YTD | 0.55% | Window (ann., 3.0y) | −7.55% |
| Skewness | −0.10 | Excess Kurtosis | 4.33 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.03 |
| Gain/Pain | −0.01 | Hit Rate | 49.40% |
| Win/Loss | 1.02 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.51% | -5.98% | -3.82% | -5.40% |
| CVaR (ES) | -5.18% | -7.90% | -4.79% | -6.19% |
| VaR (Cornish-Fisher) | — | — | -3.68% | -7.91% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -56.35% | 2025-02-18 | 2026-04-10 | ongoing | 287 | — |
| -35.70% | 2023-10-11 | 2024-06-28 | 2024-11-06 | 179 | 91 |
| -13.20% | 2023-09-01 | 2023-09-22 | 2023-10-11 | 14 | 13 |
| -11.05% | 2024-11-06 | 2025-01-13 | 2025-02-12 | 44 | 21 |
| -2.35% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.74% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
| -0.28% | 2025-02-13 | 2025-02-14 | 2025-02-18 | 1 | 1 |
Worst depth first · lengths in trading days.