$86.91
+0.75 (+0.87%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.47% | Sharpe | 0.25 |
| Sortino | 0.37 |
| Beta | 0.52 | Correlation | 0.24 |
| Up capture | 55.75% | Down capture | 116.06% |
Relative Value shows 0.64 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.49% | Ulcer Index | 23.59 |
| MTD | −2.10% | QTD | 1.35% |
| YTD | 47.11% | Window (ann., 3.0y) | 2.95% |
Price only — no dividends, so this understates total return.
| Skewness | 0.44 | Excess Kurtosis | 5.99 |
| Omega (θ=0) | 1.05 | Tail Ratio | 0.91 |
| Gain/Pain | 0.05 | Hit Rate | 50.60% |
| Win/Loss | 1.01 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.05% | -5.09% | -3.33% | -4.73% |
| CVaR (ES) | -4.38% | -7.16% | -4.19% | -5.42% |
| VaR (Cornish-Fisher) | — | — | -2.82% | -6.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.49% | 2024-12-09 | 2025-10-10 | ongoing | 209 | — |
| -21.64% | 2023-09-01 | 2023-11-22 | 2024-02-08 | 57 | 53 |
| -15.15% | 2024-05-13 | 2024-08-05 | 2024-12-04 | 57 | 85 |
| -11.72% | 2024-03-28 | 2024-04-15 | 2024-05-09 | 11 | 18 |
| -10.34% | 2024-02-12 | 2024-02-26 | 2024-03-25 | 9 | 20 |
| -1.38% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -0.75% | 2024-12-04 | 2024-12-06 | 2024-12-09 | 2 | 1 |
| -0.74% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
| -0.28% | 2024-02-08 | 2024-02-09 | 2024-02-12 | 1 | 1 |
Worst depth first · lengths in trading days.