$89.57
+0.96 (+1.08%)
USD · as of 2026-08-21 · marketstack
From 248 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 29.59% | Sharpe | 0.86 |
| Sortino | 1.30 |
| Beta | 0.69 | Correlation | 0.27 |
| Up capture | 146.24% | Down capture | 185.29% |
Relative Value shows 0.62 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.14% | Ulcer Index | 11.58 |
| MTD | 4.83% | QTD | 16.10% |
| YTD | 13.04% | Window return | 22.95% |
| Skewness | 0.19 | Excess Kurtosis | 2.22 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.16 |
| Gain/Pain | 0.16 | Hit Rate | 51.21% |
| Win/Loss | 1.10 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.52% | -4.41% | -2.97% | -4.24% |
| CVaR (ES) | -3.70% | -6.19% | -3.74% | -4.87% |
| VaR (Cornish-Fisher) | — | — | -2.78% | -4.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.14% | 2026-01-09 | 2026-03-27 | 2026-07-28 | 53 | 79 |
| -11.15% | 2025-10-02 | 2025-11-06 | 2025-11-13 | 25 | 5 |
| -7.87% | 2025-11-25 | 2026-01-02 | 2026-01-08 | 25 | 4 |
| -6.31% | 2026-07-29 | 2026-08-06 | 2026-08-14 | 6 | 6 |
| -5.55% | 2025-09-08 | 2025-09-25 | 2025-10-02 | 13 | 5 |
| -2.92% | 2025-08-22 | 2025-09-03 | 2025-09-08 | 7 | 3 |
| -2.00% | 2026-08-14 | 2026-08-17 | 2026-08-20 | 1 | 3 |
| -1.17% | 2025-08-20 | 2025-08-21 | 2025-08-22 | 1 | 1 |
Worst depth first · lengths in trading days.