$242.93
+5.54 (+2.33%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.58% | Sharpe | 1.53 |
| Sortino | 2.31 |
| Beta | 1.28 | Correlation | 0.32 |
| Up capture | 242.40% | Down capture | 63.96% |
Relative Value shows 1.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.96% | Ulcer Index | 9.99 |
| MTD | −4.41% | QTD | 0.91% |
| YTD | 54.54% | Window (ann., 3.0y) | 69.00% |
| Skewness | −0.24 | Excess Kurtosis | 6.41 |
| Omega (θ=0) | 1.31 | Tail Ratio | 1.27 |
| Gain/Pain | 0.31 | Hit Rate | 54.19% |
| Win/Loss | 1.10 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.26% | -6.48% | -3.86% | -5.56% |
| CVaR (ES) | -5.35% | -9.15% | -4.90% | -6.40% |
| VaR (Cornish-Fisher) | — | — | -3.70% | -9.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.96% | 2023-09-28 | 2023-10-25 | 2023-12-13 | 19 | 34 |
| -26.25% | 2025-02-06 | 2025-04-04 | 2025-07-10 | 40 | 65 |
| -24.75% | 2026-02-02 | 2026-03-27 | 2026-04-27 | 38 | 20 |
| -18.31% | 2025-09-22 | 2025-10-10 | 2025-11-05 | 14 | 18 |
| -14.51% | 2025-07-23 | 2025-08-01 | 2025-08-26 | 7 | 17 |
| -13.87% | 2024-07-31 | 2024-09-10 | 2024-10-16 | 28 | 26 |
| -11.60% | 2024-11-25 | 2024-12-18 | 2025-01-17 | 16 | 19 |
| -10.57% | 2026-08-14 | 2026-08-20 | ongoing | 4 | — |
| -10.29% | 2024-04-23 | 2024-06-11 | 2024-07-11 | 34 | 20 |
| -10.07% | 2026-07-01 | 2026-07-23 | 2026-07-27 | 15 | 2 |
Worst depth first · lengths in trading days.