$281.63
+0.15 (+0.05%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.35% | Sharpe | 0.89 |
| Sortino | 1.33 |
| Beta | 0.74 | Correlation | 0.45 |
| Up capture | 74.94% | Down capture | 47.79% |
Relative Value shows 0.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −20.09% | Ulcer Index | 6.82 |
| MTD | 1.44% | QTD | 1.08% |
| YTD | 7.86% | Window (ann., 3.0y) | 17.22% |
| Skewness | 0.28 | Excess Kurtosis | 6.56 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.08 |
| Gain/Pain | 0.17 | Hit Rate | 53.73% |
| Win/Loss | 1.01 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.78% | -3.57% | -2.04% | -2.91% |
| CVaR (ES) | -2.84% | -4.53% | -2.57% | -3.34% |
| VaR (Cornish-Fisher) | — | — | -1.76% | -4.58% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.09% | 2026-02-27 | 2026-05-19 | ongoing | 56 | — |
| -16.15% | 2025-03-03 | 2025-04-08 | 2025-06-10 | 26 | 43 |
| -14.12% | 2023-08-30 | 2023-10-27 | 2023-11-14 | 41 | 12 |
| -11.91% | 2024-10-18 | 2025-01-10 | 2025-02-11 | 56 | 21 |
| -11.14% | 2025-08-20 | 2025-11-06 | 2026-01-27 | 55 | 54 |
| -7.69% | 2024-07-29 | 2024-07-30 | 2024-08-27 | 1 | 20 |
| -5.87% | 2024-03-27 | 2024-04-19 | 2024-05-07 | 16 | 12 |
| -5.36% | 2025-07-03 | 2025-07-29 | 2025-08-12 | 17 | 10 |
| -3.77% | 2024-05-21 | 2024-05-29 | 2024-06-04 | 5 | 4 |
| -3.74% | 2024-06-24 | 2024-07-01 | 2024-07-12 | 5 | 8 |
Worst depth first · lengths in trading days.