$172.87
+3.41 (+2.01%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.69% | Sharpe | 1.14 |
| Sortino | 1.68 |
| Beta | 0.66 | Correlation | 0.32 |
| Up capture | 103.07% | Down capture | −7.69% |
Relative Value shows 0.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.03% | Ulcer Index | 6.38 |
| MTD | −10.85% | QTD | −11.50% |
| YTD | 41.56% | Window (ann., 3.0y) | 31.76% |
| Skewness | −0.40 | Excess Kurtosis | 5.22 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.15 |
| Gain/Pain | 0.22 | Hit Rate | 53.47% |
| Win/Loss | 1.06 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.61% | -4.51% | -2.74% | -3.93% |
| CVaR (ES) | -3.83% | -6.32% | -3.47% | -4.52% |
| VaR (Cornish-Fisher) | — | — | -2.75% | -6.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.03% | 2023-08-30 | 2023-10-31 | 2024-02-22 | 43 | 77 |
| -14.70% | 2026-07-02 | 2026-08-10 | ongoing | 26 | — |
| -14.68% | 2024-12-11 | 2025-04-08 | 2025-04-23 | 79 | 10 |
| -11.22% | 2024-07-31 | 2024-08-07 | 2024-09-19 | 5 | 30 |
| -10.92% | 2024-10-16 | 2024-10-31 | 2024-12-09 | 11 | 26 |
| -10.62% | 2026-03-02 | 2026-03-20 | 2026-04-09 | 14 | 13 |
| -10.34% | 2024-05-16 | 2024-07-09 | 2024-07-16 | 35 | 5 |
| -7.37% | 2025-10-15 | 2025-10-31 | 2025-11-25 | 12 | 17 |
| -7.06% | 2024-02-29 | 2024-04-16 | 2024-05-06 | 32 | 14 |
| -6.37% | 2025-12-11 | 2025-12-31 | 2026-01-08 | 13 | 5 |
Worst depth first · lengths in trading days.