$140.53
-0.16 (-0.11%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 18.65% | Sharpe | 0.97 |
| Sortino | 1.46 |
| Beta | 0.38 | Correlation | 0.28 |
| Up capture | 69.45% | Down capture | 39.24% |
Relative Value shows 0.59 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −16.55% | Ulcer Index | 4.31 |
| MTD | −10.68% | QTD | −7.24% |
| YTD | −7.96% | Window (ann., 3.0y) | 17.59% |
| Skewness | 0.22 | Excess Kurtosis | 3.16 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.11 |
| Gain/Pain | 0.18 | Hit Rate | 52.27% |
| Win/Loss | 1.07 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.71% | -2.78% | -1.86% | -2.66% |
| CVaR (ES) | -2.42% | -3.62% | -2.35% | -3.06% |
| VaR (Cornish-Fisher) | — | — | -1.71% | -3.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -16.55% | 2026-06-12 | 2026-08-21 | ongoing | 47 | — |
| -11.04% | 2024-12-10 | 2025-03-13 | 2025-04-10 | 62 | 20 |
| -10.89% | 2026-04-09 | 2026-05-13 | 2026-06-11 | 24 | 18 |
| -10.13% | 2025-05-19 | 2025-07-16 | 2025-08-19 | 39 | 24 |
| -8.64% | 2024-03-28 | 2024-04-18 | 2024-05-22 | 14 | 24 |
| -6.84% | 2023-09-14 | 2023-10-27 | 2023-12-29 | 31 | 43 |
| -6.81% | 2026-01-08 | 2026-01-29 | 2026-02-20 | 14 | 15 |
| -6.74% | 2024-08-21 | 2024-10-07 | 2024-11-13 | 32 | 27 |
| -6.16% | 2024-07-16 | 2024-08-07 | 2024-08-21 | 16 | 10 |
| -5.48% | 2026-03-04 | 2026-03-18 | 2026-04-01 | 10 | 10 |
Worst depth first · lengths in trading days.