$94.36
+0.02 (+0.02%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.82% | Sharpe | 1.09 |
| Sortino | 1.73 |
| Beta | 0.45 | Correlation | 0.23 |
| Up capture | 94.20% | Down capture | −35.92% |
Relative Value shows 0.55 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.56% | Ulcer Index | 8.80 |
| MTD | −5.20% | QTD | 4.35% |
| YTD | 38.58% | Window (ann., 3.0y) | 31.97% |
| Skewness | 0.71 | Excess Kurtosis | 4.69 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.22 |
| Gain/Pain | 0.21 | Hit Rate | 50.93% |
| Win/Loss | 1.14 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.66% | -4.44% | -2.96% | -4.24% |
| CVaR (ES) | -3.79% | -5.24% | -3.75% | -4.88% |
| VaR (Cornish-Fisher) | — | — | -2.39% | -4.98% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.56% | 2024-11-12 | 2025-04-03 | 2025-07-03 | 96 | 62 |
| -16.82% | 2023-12-27 | 2024-03-18 | 2024-07-11 | 55 | 79 |
| -16.67% | 2024-07-26 | 2024-08-12 | 2024-09-19 | 11 | 27 |
| -15.98% | 2025-09-04 | 2025-11-17 | 2026-04-23 | 52 | 107 |
| -13.05% | 2025-07-03 | 2025-08-01 | 2025-09-04 | 20 | 23 |
| -9.29% | 2024-09-19 | 2024-10-03 | 2024-10-17 | 10 | 10 |
| -7.19% | 2026-07-28 | 2026-08-19 | ongoing | 16 | — |
| -5.86% | 2023-10-17 | 2023-10-24 | 2023-11-02 | 5 | 7 |
| -5.47% | 2026-07-01 | 2026-07-08 | 2026-07-24 | 4 | 12 |
| -5.09% | 2024-10-28 | 2024-11-04 | 2024-11-06 | 5 | 2 |
Worst depth first · lengths in trading days.