$326.50
-6.73 (-2.02%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.68% | Sharpe | 0.73 |
| Sortino | 1.17 |
| Beta | 1.71 | Correlation | 0.50 |
| Up capture | 187.59% | Down capture | 240.03% |
Relative Value shows 1.45 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.88% | Ulcer Index | 11.90 |
| MTD | −11.39% | QTD | 3.06% |
| YTD | 13.03% | Window (ann., 3.0y) | 24.14% |
| Skewness | 1.21 | Excess Kurtosis | 10.06 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.05 |
| Gain/Pain | 0.14 | Hit Rate | 51.26% |
| Win/Loss | 1.09 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.48% | -5.85% | -4.10% | -5.84% |
| CVaR (ES) | -4.97% | -8.13% | -5.17% | -6.71% |
| VaR (Cornish-Fisher) | — | — | -2.63% | -8.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.88% | 2023-08-21 | 2023-10-13 | 2023-11-22 | 38 | 28 |
| -26.98% | 2024-12-11 | 2025-04-22 | 2025-09-04 | 88 | 93 |
| -23.49% | 2024-03-28 | 2024-04-22 | 2024-05-30 | 16 | 27 |
| -19.55% | 2025-09-04 | 2025-12-01 | 2026-01-05 | 61 | 23 |
| -17.74% | 2026-04-20 | 2026-05-19 | 2026-07-16 | 21 | 37 |
| -13.01% | 2024-08-27 | 2024-11-01 | 2024-11-22 | 47 | 15 |
| -12.28% | 2026-07-30 | 2026-08-21 | ongoing | 16 | — |
| -8.85% | 2026-03-05 | 2026-03-12 | 2026-03-24 | 5 | 8 |
| -7.77% | 2026-02-09 | 2026-02-12 | 2026-03-05 | 3 | 14 |
| -7.37% | 2026-01-06 | 2026-01-28 | 2026-02-09 | 15 | 8 |
Worst depth first · lengths in trading days.