$207.20
+2.72 (+1.33%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.69% | Sharpe | 1.07 |
| Sortino | 1.61 |
| Beta | 1.52 | Correlation | 0.59 |
| Up capture | 158.17% | Down capture | 91.59% |
Relative Value shows 1.27 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.54% | Ulcer Index | 11.15 |
| MTD | −5.66% | QTD | −15.49% |
| YTD | 3.57% | Window (ann., 3.0y) | 38.44% |
| Skewness | 0.25 | Excess Kurtosis | 3.97 |
| Omega (θ=0) | 1.21 | Tail Ratio | 0.99 |
| Gain/Pain | 0.21 | Hit Rate | 53.93% |
| Win/Loss | 1.02 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.47% | -6.32% | -3.65% | -5.22% |
| CVaR (ES) | -5.17% | -7.66% | -4.61% | -6.00% |
| VaR (Cornish-Fisher) | — | — | -3.29% | -6.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.54% | 2024-11-25 | 2025-04-08 | 2025-07-31 | 90 | 78 |
| -23.85% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -23.15% | 2026-02-24 | 2026-03-20 | 2026-06-22 | 18 | 60 |
| -16.45% | 2024-10-16 | 2024-10-31 | 2024-11-21 | 11 | 15 |
| -14.30% | 2024-07-16 | 2024-09-06 | 2024-10-09 | 37 | 23 |
| -11.55% | 2025-08-07 | 2025-10-13 | 2025-10-31 | 46 | 14 |
| -11.39% | 2025-11-10 | 2025-11-20 | 2026-02-10 | 8 | 54 |
| -8.37% | 2024-05-24 | 2024-06-11 | 2024-06-24 | 11 | 8 |
| -6.48% | 2024-04-11 | 2024-04-19 | 2024-05-03 | 6 | 10 |
| -6.21% | 2023-09-28 | 2023-10-19 | 2023-11-06 | 15 | 12 |
Worst depth first · lengths in trading days.