$582.55
+3.69 (+0.64%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.93% | Sharpe | 0.85 |
| Sortino | 1.24 |
| Beta | 1.16 | Correlation | 0.36 |
| Up capture | 138.61% | Down capture | 84.72% |
Relative Value shows 1.26 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −34.68% | Ulcer Index | 13.10 |
| MTD | 6.49% | QTD | −5.18% |
| YTD | −1.39% | Window (ann., 3.0y) | 29.52% |
| Skewness | −0.59 | Excess Kurtosis | 7.46 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.20 |
| Gain/Pain | 0.16 | Hit Rate | 51.60% |
| Win/Loss | 1.08 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.43% | -5.31% | -4.00% | -5.72% |
| CVaR (ES) | -5.41% | -9.38% | -5.05% | -6.57% |
| VaR (Cornish-Fisher) | — | — | -4.03% | -10.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -34.68% | 2026-01-16 | 2026-05-15 | ongoing | 82 | — |
| -26.45% | 2025-02-18 | 2025-06-13 | 2025-09-04 | 81 | 56 |
| -19.10% | 2024-11-25 | 2025-01-10 | 2025-02-05 | 30 | 17 |
| -16.24% | 2025-10-02 | 2025-10-13 | 2025-10-23 | 7 | 8 |
| -15.89% | 2024-03-28 | 2024-07-05 | 2024-07-16 | 67 | 7 |
| -15.05% | 2025-10-23 | 2025-10-30 | 2025-11-25 | 5 | 18 |
| -14.42% | 2023-12-26 | 2024-01-17 | 2024-02-09 | 14 | 17 |
| -14.21% | 2023-08-30 | 2023-10-30 | 2023-11-14 | 42 | 11 |
| -13.75% | 2024-07-30 | 2024-08-12 | 2024-09-13 | 9 | 23 |
| -8.92% | 2024-10-16 | 2024-10-31 | 2024-11-05 | 11 | 3 |
Worst depth first · lengths in trading days.