$621.63
+23.69 (+3.96%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.61% | Sharpe | 0.83 |
| Sortino | 1.22 |
| Beta | 1.38 | Correlation | 0.52 |
| Up capture | 173.74% | Down capture | 213.92% |
Relative Value shows 1.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.02% | Ulcer Index | 14.93 |
| MTD | 5.66% | QTD | 17.64% |
| YTD | 2.63% | Window (ann., 3.0y) | 29.43% |
| Skewness | −0.05 | Excess Kurtosis | 2.67 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.16 |
| Gain/Pain | 0.15 | Hit Rate | 52.20% |
| Win/Loss | 1.05 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.73% | -7.52% | -4.17% | -5.96% |
| CVaR (ES) | -5.86% | -9.33% | -5.27% | -6.85% |
| VaR (Cornish-Fisher) | — | — | -4.07% | -7.70% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.02% | 2025-02-19 | 2025-04-08 | 2025-07-28 | 34 | 75 |
| -30.10% | 2024-04-01 | 2024-09-12 | 2024-12-24 | 114 | 72 |
| -27.04% | 2025-12-10 | 2026-07-09 | ongoing | 140 | — |
| -16.67% | 2023-09-01 | 2023-11-09 | 2023-11-29 | 48 | 13 |
| -10.30% | 2025-11-13 | 2025-11-17 | 2025-11-25 | 2 | 6 |
| -9.73% | 2025-07-28 | 2025-08-05 | 2025-08-15 | 6 | 8 |
| -9.32% | 2024-02-27 | 2024-03-06 | 2024-03-13 | 6 | 5 |
| -8.69% | 2023-12-28 | 2024-01-04 | 2024-02-09 | 4 | 25 |
| -7.88% | 2025-10-01 | 2025-10-10 | 2025-11-13 | 7 | 24 |
| -5.34% | 2024-02-12 | 2024-02-14 | 2024-02-20 | 2 | 3 |
Worst depth first · lengths in trading days.