$343.10
+1.45 (+0.42%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.18% | Sharpe | 0.94 |
| Sortino | 1.45 |
| Beta | 1.11 | Correlation | 0.46 |
| Up capture | 127.31% | Down capture | 75.89% |
Relative Value shows 1.27 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.72% | Ulcer Index | 12.58 |
| MTD | 4.48% | QTD | −8.91% |
| YTD | −4.58% | Window (ann., 3.0y) | 29.24% |
| Skewness | 0.73 | Excess Kurtosis | 10.92 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.09 |
| Gain/Pain | 0.19 | Hit Rate | 53.20% |
| Win/Loss | 1.04 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.80% | -4.92% | -3.31% | -4.74% |
| CVaR (ES) | -4.39% | -7.26% | -4.19% | -5.45% |
| VaR (Cornish-Fisher) | — | — | -2.40% | -8.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.72% | 2025-01-23 | 2025-04-08 | 2025-09-04 | 52 | 102 |
| -31.52% | 2026-01-05 | 2026-03-12 | 2026-06-30 | 46 | 72 |
| -17.93% | 2024-04-05 | 2024-08-07 | 2024-09-19 | 85 | 30 |
| -13.62% | 2026-06-30 | 2026-07-13 | ongoing | 8 | — |
| -12.92% | 2023-10-11 | 2023-10-27 | 2023-11-14 | 12 | 12 |
| -12.39% | 2024-11-11 | 2024-12-31 | 2025-01-21 | 34 | 12 |
| -7.78% | 2025-10-27 | 2025-11-20 | 2025-12-04 | 18 | 9 |
| -6.46% | 2025-12-04 | 2025-12-17 | 2026-01-05 | 9 | 11 |
| -4.45% | 2025-10-01 | 2025-10-07 | 2025-10-15 | 4 | 6 |
| -4.35% | 2024-10-14 | 2024-10-22 | 2024-11-05 | 6 | 10 |
Worst depth first · lengths in trading days.