$125.90
+1.41 (+1.13%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.75% | Sharpe | 0.89 |
| Sortino | 1.39 |
| Beta | −0.28 | Correlation | −0.12 |
| Up capture | 88.24% | Down capture | −56.56% |
Relative Value shows 0.15 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.06% | Ulcer Index | 10.30 |
| MTD | −2.40% | QTD | 12.94% |
| YTD | 27.32% | Window (ann., 3.0y) | 28.07% |
| Skewness | 0.60 | Excess Kurtosis | 9.00 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.34 |
| Gain/Pain | 0.19 | Hit Rate | 50.40% |
| Win/Loss | 1.17 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.68% | -6.17% | -3.48% | -4.97% |
| CVaR (ES) | -4.72% | -8.14% | -4.39% | -5.71% |
| VaR (Cornish-Fisher) | — | — | -2.69% | -8.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.06% | 2023-10-17 | 2023-12-12 | 2024-04-03 | 39 | 76 |
| -24.02% | 2024-05-21 | 2024-09-11 | 2025-01-17 | 77 | 88 |
| -20.39% | 2025-01-17 | 2025-04-07 | 2025-05-07 | 54 | 21 |
| -19.73% | 2026-03-12 | 2026-06-24 | ongoing | 68 | — |
| -18.77% | 2026-01-15 | 2026-02-23 | 2026-03-05 | 25 | 8 |
| -9.28% | 2026-03-06 | 2026-03-10 | 2026-03-11 | 2 | 1 |
| -8.41% | 2025-08-04 | 2025-09-10 | 2025-10-06 | 26 | 18 |
| -7.63% | 2023-08-21 | 2023-08-29 | 2023-09-11 | 6 | 8 |
| -6.76% | 2024-04-04 | 2024-04-22 | 2024-04-26 | 12 | 4 |
| -5.66% | 2025-11-14 | 2025-12-10 | 2025-12-31 | 17 | 14 |
Worst depth first · lengths in trading days.