$220.67
+1.17 (+0.53%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 17.20% | Sharpe | 0.95 |
| Sortino | 1.36 |
| Beta | 0.12 | Correlation | 0.09 |
| Up capture | 36.44% | Down capture | −64.45% |
Relative Value shows 0.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −22.54% | Ulcer Index | 9.44 |
| MTD | 4.81% | QTD | 3.86% |
| YTD | 5.03% | Window (ann., 3.0y) | 15.91% |
| Skewness | −0.36 | Excess Kurtosis | 3.54 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.08 |
| Gain/Pain | 0.18 | Hit Rate | 54.99% |
| Win/Loss | 0.96 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.62% | -2.87% | -1.72% | -2.46% |
| CVaR (ES) | -2.50% | -3.98% | -2.17% | -2.82% |
| VaR (Cornish-Fisher) | — | — | -1.75% | -3.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.54% | 2025-06-02 | 2026-05-11 | ongoing | 236 | — |
| -8.55% | 2025-04-03 | 2025-04-08 | 2025-04-30 | 3 | 15 |
| -8.27% | 2024-11-26 | 2025-01-02 | 2025-01-30 | 24 | 18 |
| -7.83% | 2024-07-17 | 2024-07-25 | 2024-08-21 | 6 | 19 |
| -6.18% | 2024-04-25 | 2024-05-29 | 2024-06-24 | 23 | 17 |
| -6.18% | 2023-09-13 | 2023-10-02 | 2023-11-02 | 13 | 23 |
| -5.49% | 2025-05-07 | 2025-05-13 | 2025-05-20 | 4 | 5 |
| -4.63% | 2024-08-30 | 2024-10-31 | 2024-11-07 | 43 | 5 |
| -4.32% | 2025-03-03 | 2025-03-13 | 2025-03-27 | 8 | 10 |
| -3.27% | 2023-12-13 | 2023-12-21 | 2024-01-18 | 6 | 17 |
Worst depth first · lengths in trading days.