$1,065.39
-17.22 (-1.59%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.81% | Sharpe | 0.68 |
| Sortino | 1.01 |
| Beta | 0.83 | Correlation | 0.44 |
| Up capture | 62.07% | Down capture | 32.29% |
Relative Value shows 0.97 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.59% | Ulcer Index | 11.89 |
| MTD | 4.52% | QTD | 2.21% |
| YTD | 40.51% | Window (ann., 3.0y) | 15.04% |
| Skewness | 0.40 | Excess Kurtosis | 8.73 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.00 |
| Gain/Pain | 0.13 | Hit Rate | 51.87% |
| Win/Loss | 1.05 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.21% | -3.96% | -2.61% | -3.71% |
| CVaR (ES) | -3.54% | -5.85% | -3.29% | -4.26% |
| VaR (Cornish-Fisher) | — | — | -2.13% | -6.45% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.59% | 2024-12-06 | 2025-12-04 | 2026-02-25 | 248 | 55 |
| -24.18% | 2024-03-04 | 2024-05-08 | 2024-10-25 | 46 | 118 |
| -13.92% | 2023-08-30 | 2023-10-25 | 2023-11-21 | 39 | 19 |
| -10.49% | 2026-06-22 | 2026-07-06 | ongoing | 9 | — |
| -6.00% | 2026-04-23 | 2026-06-11 | 2026-06-22 | 32 | 5 |
| -4.37% | 2023-12-01 | 2024-01-05 | 2024-01-29 | 23 | 15 |
| -3.80% | 2026-02-27 | 2026-03-06 | 2026-03-16 | 5 | 6 |
| -2.85% | 2024-10-25 | 2024-11-01 | 2024-11-08 | 5 | 5 |
| -2.70% | 2024-02-09 | 2024-02-13 | 2024-02-15 | 2 | 2 |
| -2.57% | 2026-03-16 | 2026-03-20 | 2026-04-01 | 4 | 8 |
Worst depth first · lengths in trading days.