$258.63
-1.48 (-0.57%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.31% | Sharpe | 0.84 |
| Sortino | 1.29 |
| Beta | 1.51 | Correlation | 0.66 |
| Up capture | 141.55% | Down capture | 172.80% |
Relative Value shows 1.43 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.88% | Ulcer Index | 9.92 |
| MTD | −4.77% | QTD | 8.51% |
| YTD | 12.05% | Window (ann., 3.0y) | 24.31% |
| Skewness | 0.71 | Excess Kurtosis | 7.32 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.01 |
| Gain/Pain | 0.16 | Hit Rate | 52.13% |
| Win/Loss | 1.06 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.96% | -4.67% | -3.24% | -4.63% |
| CVaR (ES) | -4.27% | -6.51% | -4.09% | -5.32% |
| VaR (Cornish-Fisher) | — | — | -2.51% | -6.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.88% | 2025-02-04 | 2025-04-21 | 2025-10-31 | 52 | 135 |
| -21.74% | 2025-11-03 | 2026-02-13 | 2026-04-22 | 70 | 46 |
| -19.49% | 2024-07-05 | 2024-08-05 | 2024-11-06 | 21 | 66 |
| -17.58% | 2026-05-06 | 2026-07-29 | 2026-08-03 | 54 | 3 |
| -17.45% | 2023-09-13 | 2023-10-26 | 2023-11-14 | 31 | 13 |
| -8.94% | 2026-08-03 | 2026-08-21 | ongoing | 14 | — |
| -8.14% | 2024-04-11 | 2024-04-25 | 2024-05-09 | 10 | 10 |
| -7.93% | 2024-11-13 | 2024-11-22 | 2024-12-04 | 7 | 7 |
| -6.89% | 2024-05-09 | 2024-05-31 | 2024-06-26 | 15 | 17 |
| -6.51% | 2024-12-16 | 2025-01-14 | 2025-01-22 | 18 | 5 |
Worst depth first · lengths in trading days.