$91.47
+0.66 (+0.73%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.99% | Sharpe | 0.09 |
| Sortino | 0.11 |
| Beta | 0.31 | Correlation | 0.19 |
| Up capture | 10.33% | Down capture | 22.11% |
Relative Value shows 0.28 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.45% | Ulcer Index | 16.87 |
| MTD | −3.50% | QTD | −5.71% |
| YTD | 10.41% | Window (ann., 3.0y) | −1.81% |
| Skewness | −2.81 | Excess Kurtosis | 26.40 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.05 |
| Gain/Pain | 0.02 | Hit Rate | 53.73% |
| Win/Loss | 0.87 | Upside Potential | 0.42 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.27% | -4.31% | -2.99% | -4.24% |
| CVaR (ES) | -4.25% | -9.90% | -3.76% | -4.86% |
| VaR (Cornish-Fisher) | — | — | -3.21% | -13.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.45% | 2024-03-28 | 2025-11-03 | ongoing | 401 | — |
| -9.57% | 2024-01-24 | 2024-02-01 | 2024-03-27 | 6 | 38 |
| -7.19% | 2023-10-17 | 2023-12-22 | 2024-01-24 | 47 | 20 |
| -4.46% | 2023-10-05 | 2023-10-12 | 2023-10-17 | 5 | 3 |
| -4.08% | 2023-08-21 | 2023-09-05 | 2023-09-18 | 10 | 9 |
| -2.36% | 2023-09-25 | 2023-10-02 | 2023-10-05 | 5 | 3 |
Worst depth first · lengths in trading days.