$299.91
-0.15 (-0.05%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.10% | Sharpe | −0.18 |
| Sortino | −0.25 |
| Beta | 0.48 | Correlation | 0.23 |
| Up capture | 21.11% | Down capture | 146.22% |
Relative Value shows 0.70 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.13% | Ulcer Index | 28.36 |
| MTD | 13.95% | QTD | 30.35% |
| YTD | 4.39% | Window (ann., 3.0y) | −10.27% |
| Skewness | −0.15 | Excess Kurtosis | 5.68 |
| Omega (θ=0) | 0.97 | Tail Ratio | 0.96 |
| Gain/Pain | −0.03 | Hit Rate | 51.53% |
| Win/Loss | 0.91 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.05% | -6.62% | -3.35% | -4.73% |
| CVaR (ES) | -5.09% | -8.15% | -4.19% | -5.41% |
| VaR (Cornish-Fisher) | — | — | -3.20% | -7.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.13% | 2024-11-14 | 2026-02-17 | ongoing | 312 | — |
| -18.86% | 2024-03-20 | 2024-06-03 | 2024-11-13 | 51 | 114 |
| -7.98% | 2023-10-11 | 2023-10-27 | 2023-11-14 | 12 | 12 |
| -6.87% | 2024-02-02 | 2024-02-21 | 2024-03-20 | 12 | 20 |
| -4.72% | 2023-12-29 | 2024-01-09 | 2024-01-30 | 6 | 14 |
| -4.56% | 2023-11-16 | 2023-12-07 | 2023-12-21 | 14 | 10 |
| -3.63% | 2023-08-24 | 2023-09-12 | 2023-09-28 | 12 | 12 |
| -1.39% | 2023-09-28 | 2023-10-03 | 2023-10-04 | 3 | 1 |
| -0.69% | 2024-01-30 | 2024-01-31 | 2024-02-01 | 1 | 1 |
| -0.22% | 2023-12-21 | 2023-12-22 | 2023-12-26 | 1 | 1 |
Worst depth first · lengths in trading days.