$97.91
+0.79 (+0.81%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.17% | Sharpe | 0.86 |
| Sortino | 1.37 |
| Beta | 0.85 | Correlation | 0.35 |
| Up capture | 125.42% | Down capture | 73.54% |
Relative Value shows 0.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.90% | Ulcer Index | 13.71 |
| MTD | −1.24% | QTD | 4.32% |
| YTD | 38.14% | Window (ann., 3.0y) | 27.25% |
| Skewness | 0.90 | Excess Kurtosis | 7.08 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.27 |
| Gain/Pain | 0.17 | Hit Rate | 50.13% |
| Win/Loss | 1.15 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.93% | -5.12% | -3.52% | -5.03% |
| CVaR (ES) | -4.44% | -7.12% | -4.45% | -5.78% |
| VaR (Cornish-Fisher) | — | — | -2.61% | -6.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.90% | 2023-12-14 | 2024-04-17 | 2024-07-25 | 84 | 68 |
| -27.78% | 2024-12-11 | 2025-04-21 | 2025-12-11 | 87 | 163 |
| -14.66% | 2024-07-30 | 2024-08-12 | 2024-10-15 | 9 | 45 |
| -13.03% | 2026-02-10 | 2026-03-18 | 2026-04-09 | 25 | 15 |
| -11.48% | 2023-08-21 | 2023-09-22 | 2023-11-03 | 23 | 30 |
| -7.94% | 2024-10-17 | 2024-10-25 | 2024-10-28 | 6 | 1 |
| -7.11% | 2024-11-06 | 2024-11-07 | 2024-12-11 | 1 | 23 |
| -6.38% | 2023-11-15 | 2023-11-28 | 2023-12-04 | 8 | 4 |
| -5.83% | 2025-12-18 | 2026-01-02 | 2026-01-21 | 9 | 12 |
| -5.30% | 2026-01-21 | 2026-01-28 | 2026-01-30 | 5 | 2 |
Worst depth first · lengths in trading days.