$647.47
+26.53 (+4.27%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.10% | Sharpe | 0.79 |
| Sortino | 1.25 |
| Beta | 0.57 | Correlation | 0.26 |
| Up capture | 72.77% | Down capture | 12.43% |
Relative Value shows 0.89 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −19.90% | Ulcer Index | 8.56 |
| MTD | 9.25% | QTD | 2.07% |
| YTD | 39.84% | Window (ann., 3.0y) | 19.98% |
| Skewness | 0.77 | Excess Kurtosis | 4.87 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.23 |
| Gain/Pain | 0.15 | Hit Rate | 50.67% |
| Win/Loss | 1.12 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.37% | -4.63% | -2.82% | -4.03% |
| CVaR (ES) | -3.59% | -5.31% | -3.56% | -4.63% |
| VaR (Cornish-Fisher) | — | — | -2.24% | -4.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -19.90% | 2026-02-20 | 2026-05-26 | ongoing | 65 | — |
| -18.62% | 2025-02-19 | 2025-04-08 | 2025-05-15 | 34 | 26 |
| -16.83% | 2025-05-16 | 2025-10-13 | 2026-01-21 | 102 | 68 |
| -16.45% | 2023-09-01 | 2024-08-05 | 2024-09-27 | 231 | 38 |
| -11.99% | 2024-11-27 | 2025-01-10 | 2025-01-23 | 28 | 8 |
| -6.68% | 2024-09-30 | 2024-11-13 | 2024-11-21 | 32 | 6 |
| -3.96% | 2025-01-27 | 2025-02-06 | 2025-02-18 | 8 | 7 |
| -3.17% | 2026-02-11 | 2026-02-18 | 2026-02-19 | 4 | 1 |
| -2.85% | 2026-01-21 | 2026-01-23 | 2026-01-29 | 2 | 4 |
| -1.94% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
Worst depth first · lengths in trading days.