$234.85
-0.13 (-0.06%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.24% | Sharpe | 1.53 |
| Sortino | 2.48 |
| Beta | 0.31 | Correlation | 0.15 |
| Up capture | 99.75% | Down capture | −91.66% |
| Max Drawdown | −20.42% | Ulcer Index | 6.84 |
| MTD | 2.10% | QTD | −0.93% |
| YTD | 15.09% | Window (ann., 3.0y) | 42.12% |
| Skewness | 1.40 | Excess Kurtosis | 15.04 |
| Omega (θ=0) | 1.33 | Tail Ratio | 1.04 |
| Gain/Pain | 0.33 | Hit Rate | 56.61% |
| Win/Loss | 1.01 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.19% | -4.00% | -2.46% | -3.55% |
| CVaR (ES) | -3.33% | -5.09% | -3.13% | -4.08% |
| VaR (Cornish-Fisher) | — | — | -1.29% | -6.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.42% | 2026-03-02 | 2026-05-11 | 2026-06-24 | 49 | 27 |
| -18.14% | 2024-03-12 | 2024-07-15 | 2024-09-03 | 85 | 35 |
| -12.88% | 2025-07-07 | 2025-08-25 | 2025-10-30 | 35 | 47 |
| -9.86% | 2025-04-02 | 2025-04-08 | 2025-04-29 | 4 | 14 |
| -8.26% | 2023-12-13 | 2023-12-20 | 2024-01-31 | 5 | 27 |
| -8.00% | 2026-07-07 | 2026-07-22 | 2026-08-11 | 11 | 14 |
| -7.59% | 2024-11-13 | 2024-12-17 | 2025-01-16 | 23 | 19 |
| -7.41% | 2025-11-25 | 2025-12-16 | 2026-01-14 | 14 | 19 |
| -5.92% | 2024-01-31 | 2024-02-08 | 2024-02-26 | 6 | 11 |
| -5.81% | 2024-10-09 | 2024-10-30 | 2024-11-01 | 15 | 2 |
Worst depth first · lengths in trading days.