$147.09
+1.97 (+1.36%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.07% | Sharpe | 0.83 |
| Sortino | 1.27 |
| Beta | 1.63 | Correlation | 0.55 |
| Up capture | 165.50% | Down capture | 219.93% |
Relative Value shows 1.32 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −45.97% | Ulcer Index | 18.19 |
| MTD | 0.82% | QTD | −10.56% |
| YTD | 9.37% | Window (ann., 3.0y) | 26.18% |
| Skewness | 0.33 | Excess Kurtosis | 1.78 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.18 |
| Gain/Pain | 0.15 | Hit Rate | 51.73% |
| Win/Loss | 1.07 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.35% | -5.55% | -3.62% | -5.17% |
| CVaR (ES) | -4.61% | -6.67% | -4.57% | -5.94% |
| VaR (Cornish-Fisher) | — | — | -3.32% | -5.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -45.97% | 2024-11-25 | 2025-04-08 | 2026-02-13 | 90 | 214 |
| -25.13% | 2026-02-13 | 2026-05-19 | ongoing | 65 | — |
| -18.93% | 2024-05-15 | 2024-07-05 | 2024-07-23 | 34 | 12 |
| -18.45% | 2023-09-01 | 2023-10-25 | 2023-11-14 | 37 | 14 |
| -13.29% | 2024-07-30 | 2024-08-07 | 2024-08-23 | 6 | 12 |
| -13.11% | 2024-03-28 | 2024-04-19 | 2024-05-15 | 15 | 18 |
| -8.56% | 2023-12-14 | 2024-01-24 | 2024-02-12 | 26 | 13 |
| -8.23% | 2024-10-18 | 2024-10-31 | 2024-11-25 | 9 | 17 |
| -7.35% | 2024-08-23 | 2024-09-05 | 2024-09-13 | 8 | 6 |
| -5.12% | 2024-02-12 | 2024-02-13 | 2024-02-21 | 1 | 5 |
Worst depth first · lengths in trading days.