$555.59
+8.50 (+1.55%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.11% | Sharpe | 0.86 |
| Sortino | 1.24 |
| Beta | 0.97 | Correlation | 0.53 |
| Up capture | 113.65% | Down capture | 132.61% |
Relative Value shows 1.13 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.39% | Ulcer Index | 10.78 |
| MTD | 2.10% | QTD | 21.49% |
| YTD | 14.41% | Window (ann., 3.0y) | 20.21% |
| Skewness | 0.15 | Excess Kurtosis | 7.23 |
| Omega (θ=0) | 1.17 | Tail Ratio | 0.89 |
| Gain/Pain | 0.17 | Hit Rate | 55.33% |
| Win/Loss | 0.94 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.49% | -3.87% | -2.52% | -3.59% |
| CVaR (ES) | -3.79% | -5.74% | -3.18% | -4.13% |
| VaR (Cornish-Fisher) | — | — | -2.22% | -6.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.39% | 2025-01-29 | 2025-04-04 | 2026-08-11 | 46 | 335 |
| -12.20% | 2023-09-14 | 2023-10-25 | 2023-11-20 | 29 | 18 |
| -11.94% | 2024-07-12 | 2024-08-05 | 2024-08-30 | 16 | 19 |
| -10.20% | 2024-11-26 | 2025-01-10 | 2025-01-29 | 29 | 12 |
| -7.01% | 2024-03-28 | 2024-04-23 | 2024-05-15 | 17 | 16 |
| -4.30% | 2024-05-24 | 2024-06-11 | 2024-06-20 | 11 | 6 |
| -4.29% | 2024-08-30 | 2024-09-06 | 2024-09-17 | 4 | 7 |
| -4.13% | 2026-08-13 | 2026-08-20 | ongoing | 5 | — |
| -3.65% | 2024-06-20 | 2024-07-01 | 2024-07-12 | 7 | 8 |
| -3.62% | 2024-10-18 | 2024-10-24 | 2024-11-06 | 4 | 9 |
Worst depth first · lengths in trading days.