$93.06
+0.38 (+0.41%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.91% | Sharpe | 1.43 |
| Sortino | 2.15 |
| Beta | 0.18 | Correlation | 0.11 |
| Up capture | 77.21% | Down capture | −84.14% |
Relative Value shows 0.72 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −16.71% | Ulcer Index | 6.14 |
| MTD | −0.48% | QTD | 4.80% |
| YTD | 21.74% | Window (ann., 3.0y) | 34.92% |
| Skewness | 0.05 | Excess Kurtosis | 3.49 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.12 |
| Gain/Pain | 0.28 | Hit Rate | 54.99% |
| Win/Loss | 1.02 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.09% | -3.48% | -2.24% | -3.23% |
| CVaR (ES) | -3.18% | -4.91% | -2.85% | -3.72% |
| VaR (Cornish-Fisher) | — | — | -2.12% | -4.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -16.71% | 2024-01-02 | 2024-04-16 | 2024-05-31 | 72 | 32 |
| -13.74% | 2024-10-30 | 2025-01-06 | 2025-02-14 | 45 | 27 |
| -13.50% | 2026-07-24 | 2026-08-11 | ongoing | 12 | — |
| -12.52% | 2026-05-13 | 2026-06-03 | 2026-07-02 | 14 | 18 |
| -10.96% | 2025-04-30 | 2025-06-27 | 2025-09-12 | 40 | 53 |
| -10.18% | 2023-09-15 | 2023-10-06 | 2023-11-06 | 15 | 21 |
| -9.49% | 2025-03-05 | 2025-04-08 | 2025-04-30 | 24 | 15 |
| -8.39% | 2026-03-17 | 2026-04-22 | 2026-04-28 | 25 | 4 |
| -6.96% | 2025-12-08 | 2026-01-09 | 2026-02-06 | 22 | 19 |
| -5.09% | 2024-09-11 | 2024-10-10 | 2024-10-18 | 21 | 6 |
Worst depth first · lengths in trading days.