$188.27
+4.33 (+2.35%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.60% | Sharpe | 0.49 |
| Sortino | 0.69 |
| Beta | 1.08 | Correlation | 0.30 |
| Up capture | 78.01% | Down capture | 18.06% |
Relative Value shows 1.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −37.34% | Ulcer Index | 16.41 |
| MTD | 4.70% | QTD | −15.89% |
| YTD | 34.10% | Window (ann., 3.0y) | 12.52% |
| Skewness | −0.24 | Excess Kurtosis | 7.09 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.04 |
| Gain/Pain | 0.09 | Hit Rate | 52.93% |
| Win/Loss | 0.97 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.05% | -8.59% | -4.74% | -6.74% |
| CVaR (ES) | -6.79% | -11.69% | -5.97% | -7.73% |
| VaR (Cornish-Fisher) | — | — | -4.52% | -12.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.34% | 2025-09-26 | 2026-01-28 | 2026-06-23 | 84 | 97 |
| -30.87% | 2023-09-01 | 2023-10-26 | 2023-12-14 | 38 | 34 |
| -28.32% | 2024-07-25 | 2024-08-05 | 2025-01-28 | 7 | 120 |
| -26.08% | 2025-02-14 | 2025-04-04 | 2025-05-28 | 34 | 36 |
| -19.67% | 2026-06-30 | 2026-07-31 | ongoing | 22 | — |
| -17.64% | 2024-03-28 | 2024-06-14 | 2024-07-16 | 54 | 20 |
| -17.04% | 2024-01-29 | 2024-02-26 | 2024-03-27 | 19 | 22 |
| -12.38% | 2023-12-19 | 2024-01-18 | 2024-01-19 | 19 | 1 |
| -11.82% | 2025-07-10 | 2025-08-01 | 2025-09-04 | 16 | 23 |
| -7.49% | 2025-06-06 | 2025-06-13 | 2025-06-25 | 5 | 7 |
Worst depth first · lengths in trading days.