$265.97
+7.05 (+2.72%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.64% | Sharpe | 1.04 |
| Sortino | 1.46 |
| Beta | 0.11 | Correlation | 0.07 |
| Up capture | 74.83% | Down capture | −33.64% |
| Max Drawdown | −20.74% | Ulcer Index | 8.22 |
| MTD | 5.99% | QTD | 5.69% |
| YTD | 18.31% | Window (ann., 3.0y) | 25.00% |
| Skewness | −0.82 | Excess Kurtosis | 7.80 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.08 |
| Gain/Pain | 0.21 | Hit Rate | 53.07% |
| Win/Loss | 1.06 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.29% | -4.50% | -2.45% | -3.51% |
| CVaR (ES) | -3.64% | -6.37% | -3.10% | -4.04% |
| VaR (Cornish-Fisher) | — | — | -2.55% | -6.89% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.74% | 2025-03-10 | 2025-04-21 | 2025-09-04 | 29 | 94 |
| -19.07% | 2024-10-31 | 2024-11-15 | 2025-02-21 | 11 | 64 |
| -17.32% | 2025-10-01 | 2026-04-27 | 2026-06-25 | 142 | 39 |
| -14.20% | 2024-03-28 | 2024-05-29 | 2024-07-25 | 42 | 39 |
| -10.13% | 2023-09-25 | 2023-11-15 | 2023-12-12 | 37 | 18 |
| -7.41% | 2026-07-29 | 2026-08-04 | 2026-08-19 | 4 | 11 |
| -6.50% | 2026-07-02 | 2026-07-15 | 2026-07-28 | 8 | 9 |
| -5.67% | 2024-09-10 | 2024-10-21 | 2024-10-30 | 29 | 7 |
| -3.03% | 2023-08-21 | 2023-09-06 | 2023-09-13 | 11 | 5 |
| -2.82% | 2024-08-01 | 2024-08-05 | 2024-08-08 | 2 | 3 |
Worst depth first · lengths in trading days.