$239.55
+0.47 (+0.20%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.95% | Sharpe | 0.81 |
| Sortino | 1.20 |
| Beta | 0.93 | Correlation | 0.62 |
| Up capture | 78.03% | Down capture | 72.78% |
Relative Value shows 0.98 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.04% | Ulcer Index | 7.11 |
| MTD | −0.89% | QTD | −0.99% |
| YTD | 16.86% | Window (ann., 3.0y) | 16.41% |
| Skewness | 0.14 | Excess Kurtosis | 6.67 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.12 |
| Gain/Pain | 0.16 | Hit Rate | 51.87% |
| Win/Loss | 1.06 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.87% | -3.60% | -2.20% | -3.15% |
| CVaR (ES) | -3.04% | -5.24% | -2.78% | -3.61% |
| VaR (Cornish-Fisher) | — | — | -1.96% | -5.15% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.04% | 2024-11-22 | 2025-04-08 | 2025-10-30 | 91 | 142 |
| -17.26% | 2024-03-21 | 2024-08-02 | 2024-11-06 | 92 | 67 |
| -13.57% | 2026-03-02 | 2026-03-30 | 2026-05-06 | 20 | 26 |
| -13.20% | 2023-09-01 | 2023-10-27 | 2023-12-12 | 39 | 31 |
| -8.33% | 2026-05-06 | 2026-05-19 | 2026-06-22 | 9 | 19 |
| -7.52% | 2026-08-12 | 2026-08-20 | ongoing | 6 | — |
| -6.04% | 2025-10-31 | 2025-11-18 | 2025-12-11 | 12 | 16 |
| -4.38% | 2026-06-30 | 2026-07-08 | 2026-07-24 | 5 | 12 |
| -3.24% | 2026-07-27 | 2026-07-29 | 2026-08-03 | 2 | 3 |
| -3.09% | 2026-06-22 | 2026-06-23 | 2026-06-30 | 1 | 5 |
Worst depth first · lengths in trading days.