$319.02
+5.43 (+1.73%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.22% | Sharpe | 0.50 |
| Sortino | 0.73 |
| Beta | 1.18 | Correlation | 0.52 |
| Up capture | 63.11% | Down capture | 52.34% |
Relative Value shows 1.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.05% | Ulcer Index | 12.77 |
| MTD | −6.18% | QTD | −15.00% |
| YTD | 2.06% | Window (ann., 3.0y) | 12.35% |
| Skewness | 0.23 | Excess Kurtosis | 5.22 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.07 |
| Gain/Pain | 0.09 | Hit Rate | 52.53% |
| Win/Loss | 0.99 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.30% | -6.43% | -3.78% | -5.38% |
| CVaR (ES) | -5.37% | -8.53% | -4.76% | -6.17% |
| VaR (Cornish-Fisher) | — | — | -3.38% | -7.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.05% | 2024-06-18 | 2025-04-08 | 2025-07-03 | 201 | 59 |
| -28.85% | 2025-09-22 | 2026-04-10 | 2026-05-22 | 138 | 30 |
| -24.69% | 2026-06-02 | 2026-08-20 | ongoing | 52 | — |
| -14.95% | 2024-03-21 | 2024-05-01 | 2024-06-18 | 28 | 33 |
| -8.91% | 2023-10-11 | 2023-10-26 | 2023-11-07 | 11 | 8 |
| -8.76% | 2025-07-30 | 2025-09-10 | 2025-09-19 | 29 | 7 |
| -8.63% | 2023-12-13 | 2024-01-05 | 2024-01-16 | 15 | 6 |
| -7.34% | 2023-09-06 | 2023-09-21 | 2023-10-09 | 11 | 12 |
| -6.94% | 2024-02-09 | 2024-02-16 | 2024-03-01 | 5 | 9 |
| -6.37% | 2023-11-29 | 2023-12-06 | 2023-12-13 | 5 | 5 |
Worst depth first · lengths in trading days.