$277.51
+3.10 (+1.13%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.85% | Sharpe | 0.20 |
| Sortino | 0.28 |
| Beta | 0.03 | Correlation | 0.01 |
| Up capture | 25.61% | Down capture | 10.50% |
Relative Value shows 0.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.10% | Ulcer Index | 15.32 |
| MTD | −0.55% | QTD | 0.66% |
| YTD | 1.97% | Window (ann., 3.0y) | 1.47% |
| Skewness | −0.43 | Excess Kurtosis | 19.32 |
| Omega (θ=0) | 1.04 | Tail Ratio | 0.96 |
| Gain/Pain | 0.04 | Hit Rate | 53.60% |
| Win/Loss | 0.90 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.58% | -4.72% | -3.07% | -4.35% |
| CVaR (ES) | -4.29% | -7.86% | -3.85% | -4.99% |
| VaR (Cornish-Fisher) | — | — | -2.56% | -13.30% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.10% | 2024-09-16 | 2025-10-31 | ongoing | 283 | — |
| -18.87% | 2023-11-02 | 2023-12-06 | 2024-02-02 | 23 | 39 |
| -11.99% | 2024-04-01 | 2024-07-05 | 2024-09-03 | 66 | 41 |
| -3.59% | 2024-09-04 | 2024-09-06 | 2024-09-16 | 2 | 6 |
| -3.55% | 2023-10-16 | 2023-10-23 | 2023-11-02 | 5 | 8 |
| -3.37% | 2023-09-25 | 2023-10-03 | 2023-10-11 | 6 | 6 |
| -3.28% | 2024-02-23 | 2024-03-01 | 2024-03-12 | 5 | 7 |
| -2.27% | 2023-08-30 | 2023-08-31 | 2023-09-08 | 1 | 5 |
| -1.16% | 2023-09-12 | 2023-09-15 | 2023-09-20 | 3 | 3 |
| -1.12% | 2023-08-24 | 2023-08-25 | 2023-08-30 | 1 | 3 |
Worst depth first · lengths in trading days.