$263.81
+4.20 (+1.62%)
USD · as of 2026-08-21 · marketstack
From 744 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.38% | Sharpe | 0.40 |
| Sortino | 0.54 |
| Beta | 0.23 | Correlation | 0.12 |
| Up capture | 36.58% | Down capture | 23.84% |
Relative Value shows 0.51 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.40% | Ulcer Index | 17.73 |
| MTD | 5.77% | QTD | 14.91% |
| YTD | 2.25% | Window (ann., 3.0y) | 6.91% |
| Skewness | −0.77 | Excess Kurtosis | 4.68 |
| Omega (θ=0) | 1.07 | Tail Ratio | 0.92 |
| Gain/Pain | 0.07 | Hit Rate | 54.44% |
| Win/Loss | 0.90 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.46% | -4.59% | -2.49% | -3.53% |
| CVaR (ES) | -3.75% | -6.40% | -3.13% | -4.05% |
| VaR (Cornish-Fisher) | — | — | -2.66% | -5.74% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.40% | 2025-06-02 | 2026-05-13 | ongoing | 238 | — |
| -12.78% | 2023-11-24 | 2023-12-20 | 2024-03-11 | 18 | 54 |
| -12.29% | 2024-11-27 | 2025-01-02 | 2025-02-05 | 23 | 22 |
| -9.96% | 2025-03-31 | 2025-04-07 | 2025-05-30 | 5 | 37 |
| -9.91% | 2024-03-20 | 2024-04-17 | 2024-05-17 | 20 | 22 |
| -7.84% | 2024-09-16 | 2024-09-20 | 2024-11-21 | 4 | 44 |
| -5.66% | 2025-03-03 | 2025-03-10 | 2025-03-31 | 5 | 15 |
| -4.86% | 2024-05-21 | 2024-05-29 | 2024-06-12 | 5 | 10 |
| -4.61% | 2023-09-19 | 2023-10-02 | 2023-10-16 | 9 | 10 |
| -4.41% | 2024-06-24 | 2024-06-26 | 2024-07-10 | 2 | 9 |
Worst depth first · lengths in trading days.