$300.74
+6.63 (+2.25%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.81% | Sharpe | 1.08 |
| Sortino | 1.54 |
| Beta | 0.37 | Correlation | 0.16 |
| Up capture | 107.44% | Down capture | 30.03% |
Relative Value shows 0.42 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.73% | Ulcer Index | 8.37 |
| MTD | −3.06% | QTD | 23.93% |
| YTD | 20.36% | Window (ann., 3.0y) | 27.42% |
| Skewness | −0.56 | Excess Kurtosis | 5.76 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.11 |
| Gain/Pain | 0.20 | Hit Rate | 53.60% |
| Win/Loss | 1.04 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.27% | -4.21% | -2.56% | -3.67% |
| CVaR (ES) | -3.66% | -6.46% | -3.24% | -4.22% |
| VaR (Cornish-Fisher) | — | — | -2.62% | -6.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.73% | 2026-05-13 | 2026-06-29 | ongoing | 28 | — |
| -14.48% | 2024-02-23 | 2024-06-14 | 2024-08-05 | 78 | 34 |
| -12.14% | 2024-11-27 | 2025-01-07 | 2025-03-10 | 26 | 41 |
| -10.32% | 2026-03-03 | 2026-03-27 | 2026-04-15 | 18 | 12 |
| -9.05% | 2025-03-31 | 2025-04-09 | 2025-05-02 | 7 | 16 |
| -8.84% | 2025-05-07 | 2025-05-14 | 2025-07-07 | 5 | 35 |
| -8.43% | 2024-10-24 | 2024-11-08 | 2024-11-26 | 11 | 12 |
| -8.15% | 2025-08-11 | 2025-09-02 | 2025-11-06 | 15 | 47 |
| -5.44% | 2023-11-30 | 2023-12-14 | 2024-01-16 | 10 | 20 |
| -5.17% | 2024-09-17 | 2024-09-27 | 2024-10-22 | 8 | 17 |
Worst depth first · lengths in trading days.