$373.09
+2.85 (+0.77%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.05% | Sharpe | 0.93 |
| Sortino | 1.43 |
| Beta | 1.41 | Correlation | 0.60 |
| Up capture | 128.90% | Down capture | 81.68% |
Relative Value shows 1.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.20% | Ulcer Index | 8.66 |
| MTD | 1.55% | QTD | −6.06% |
| YTD | 38.38% | Window (ann., 3.0y) | 30.28% |
| Skewness | 0.69 | Excess Kurtosis | 8.49 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.08 |
| Gain/Pain | 0.18 | Hit Rate | 52.67% |
| Win/Loss | 1.06 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.09% | -5.33% | -3.50% | -5.01% |
| CVaR (ES) | -4.65% | -7.74% | -4.42% | -5.76% |
| VaR (Cornish-Fisher) | — | — | -2.67% | -7.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.20% | 2025-02-20 | 2025-04-04 | 2025-07-02 | 31 | 60 |
| -20.68% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -17.58% | 2024-07-16 | 2024-08-05 | 2025-02-19 | 14 | 135 |
| -15.73% | 2026-02-25 | 2026-03-30 | 2026-04-17 | 23 | 13 |
| -14.55% | 2023-09-01 | 2023-10-30 | 2023-11-17 | 40 | 14 |
| -11.56% | 2025-08-26 | 2025-11-20 | 2025-11-26 | 61 | 4 |
| -11.14% | 2026-05-13 | 2026-05-21 | 2026-06-03 | 6 | 8 |
| -10.18% | 2025-07-03 | 2025-08-05 | 2025-08-21 | 22 | 12 |
| -10.17% | 2024-04-09 | 2024-04-19 | 2024-05-08 | 8 | 13 |
| -8.29% | 2026-06-03 | 2026-06-05 | 2026-06-22 | 2 | 7 |
Worst depth first · lengths in trading days.