$442.36
+17.08 (+4.02%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.24% | Sharpe | 0.91 |
| Sortino | 1.39 |
| Beta | 0.05 | Correlation | 0.03 |
| Up capture | 77.73% | Down capture | −12.66% |
| Max Drawdown | −22.74% | Ulcer Index | 9.81 |
| MTD | 14.85% | QTD | 22.16% |
| YTD | 37.11% | Window (ann., 3.0y) | 22.53% |
| Skewness | 0.53 | Excess Kurtosis | 5.87 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.08 |
| Gain/Pain | 0.18 | Hit Rate | 52.74% |
| Win/Loss | 1.05 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.36% | -4.75% | -2.62% | -3.75% |
| CVaR (ES) | -3.59% | -5.59% | -3.32% | -4.31% |
| VaR (Cornish-Fisher) | — | — | -2.17% | -5.20% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.74% | 2024-09-20 | 2025-01-06 | 2025-11-11 | 73 | 213 |
| -18.41% | 2024-02-01 | 2024-04-18 | 2024-07-10 | 53 | 56 |
| -16.57% | 2026-02-27 | 2026-05-04 | 2026-07-28 | 45 | 55 |
| -10.87% | 2023-10-16 | 2023-10-31 | 2023-12-27 | 11 | 39 |
| -9.15% | 2025-11-28 | 2025-12-09 | 2026-01-22 | 7 | 29 |
| -6.99% | 2024-07-22 | 2024-08-07 | 2024-08-30 | 12 | 17 |
| -5.12% | 2026-02-06 | 2026-02-10 | 2026-02-24 | 2 | 9 |
| -4.89% | 2023-08-18 | 2023-09-06 | 2023-09-14 | 12 | 6 |
| -3.98% | 2024-08-30 | 2024-09-06 | 2024-09-16 | 4 | 6 |
| -3.85% | 2023-09-20 | 2023-10-03 | 2023-10-09 | 9 | 4 |
Worst depth first · lengths in trading days.