$217.91
+5.43 (+2.56%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.26% | Sharpe | 0.95 |
| Sortino | 1.43 |
| Beta | 1.00 | Correlation | 0.50 |
| Up capture | 130.24% | Down capture | 85.24% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.47% | Ulcer Index | 11.87 |
| MTD | 4.63% | QTD | 9.00% |
| YTD | −9.04% | Window (ann., 3.0y) | 29.82% |
| Skewness | 0.52 | Excess Kurtosis | 8.30 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.07 |
| Gain/Pain | 0.19 | Hit Rate | 53.53% |
| Win/Loss | 1.03 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.91% | -5.65% | -3.32% | -4.75% |
| CVaR (ES) | -4.75% | -7.52% | -4.20% | -5.46% |
| VaR (Cornish-Fisher) | — | — | -2.65% | -7.80% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.47% | 2026-01-06 | 2026-03-27 | ongoing | 56 | — |
| -28.24% | 2025-02-19 | 2025-04-04 | 2025-06-26 | 32 | 56 |
| -14.83% | 2023-09-15 | 2023-10-25 | 2023-11-02 | 28 | 6 |
| -13.68% | 2024-07-30 | 2024-08-05 | 2024-09-19 | 4 | 32 |
| -12.60% | 2025-09-18 | 2025-11-18 | 2025-12-04 | 43 | 11 |
| -9.82% | 2024-03-28 | 2024-06-14 | 2024-07-16 | 54 | 20 |
| -9.15% | 2024-11-29 | 2024-12-18 | 2025-01-21 | 13 | 20 |
| -6.57% | 2024-01-08 | 2024-01-18 | 2024-01-26 | 7 | 6 |
| -6.17% | 2025-07-03 | 2025-08-07 | 2025-08-14 | 24 | 5 |
| -5.13% | 2024-09-19 | 2024-10-03 | 2024-10-04 | 10 | 1 |
Worst depth first · lengths in trading days.