$83.42
+1.04 (+1.26%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.85% | Sharpe | 0.32 |
| Sortino | 0.44 |
| Beta | 0.26 | Correlation | 0.12 |
| Up capture | 42.37% | Down capture | 41.02% |
Relative Value shows 0.50 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −38.05% | Ulcer Index | 24.17 |
| MTD | 1.73% | QTD | 8.87% |
| YTD | 5.58% | Window (ann., 3.0y) | 5.07% |
| Skewness | −0.48 | Excess Kurtosis | 21.26 |
| Omega (θ=0) | 1.07 | Tail Ratio | 0.88 |
| Gain/Pain | 0.07 | Hit Rate | 54.00% |
| Win/Loss | 0.90 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.83% | -5.95% | -3.46% | -4.92% |
| CVaR (ES) | -5.14% | -10.35% | -4.36% | -5.64% |
| VaR (Cornish-Fisher) | — | — | -2.83% | -16.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.05% | 2024-05-06 | 2026-04-23 | ongoing | 492 | — |
| -12.21% | 2024-02-29 | 2024-04-16 | 2024-04-25 | 32 | 7 |
| -5.93% | 2023-12-27 | 2024-01-09 | 2024-01-19 | 8 | 7 |
| -5.79% | 2023-10-17 | 2023-10-23 | 2023-11-02 | 4 | 8 |
| -5.33% | 2023-09-01 | 2023-09-05 | 2023-10-09 | 1 | 24 |
| -5.21% | 2024-04-26 | 2024-05-01 | 2024-05-06 | 3 | 3 |
| -5.10% | 2024-02-12 | 2024-02-20 | 2024-02-29 | 5 | 7 |
| -2.71% | 2024-01-25 | 2024-01-31 | 2024-02-08 | 4 | 6 |
| -2.03% | 2023-08-28 | 2023-08-29 | 2023-09-01 | 1 | 3 |
| -1.91% | 2023-11-27 | 2023-11-29 | 2023-12-04 | 2 | 3 |
Worst depth first · lengths in trading days.