$143.48
+1.40 (+0.99%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.08% | Sharpe | −0.08 |
| Sortino | −0.11 |
| Beta | 0.26 | Correlation | 0.21 |
| Up capture | 22.58% | Down capture | 96.85% |
Relative Value shows 0.36 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.50% | Ulcer Index | 13.34 |
| MTD | 2.81% | QTD | 5.97% |
| YTD | 1.93% | Window (ann., 3.0y) | −3.45% |
| Skewness | 0.20 | Excess Kurtosis | 2.93 |
| Omega (θ=0) | 0.99 | Tail Ratio | 0.94 |
| Gain/Pain | −0.01 | Hit Rate | 48.80% |
| Win/Loss | 1.03 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.00% | -3.26% | -2.09% | -2.95% |
| CVaR (ES) | -2.87% | -4.03% | -2.62% | -3.38% |
| VaR (Cornish-Fisher) | — | — | -1.94% | -3.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.50% | 2024-05-16 | 2025-05-14 | ongoing | 248 | — |
| -12.77% | 2023-09-14 | 2023-10-12 | 2024-05-10 | 20 | 145 |
| -3.14% | 2023-08-30 | 2023-09-05 | 2023-09-14 | 3 | 7 |
| -0.80% | 2024-05-13 | 2024-05-15 | 2024-05-16 | 2 | 1 |
| -0.76% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.53% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
Worst depth first · lengths in trading days.