$341.75
+3.55 (+1.05%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.28% | Sharpe | 1.24 |
| Sortino | 1.88 |
| Beta | 1.23 | Correlation | 0.51 |
| Up capture | 154.69% | Down capture | 104.46% |
Relative Value shows 1.21 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.35% | Ulcer Index | 10.24 |
| MTD | −4.18% | QTD | −3.28% |
| YTD | 9.05% | Window (ann., 3.0y) | 38.83% |
| Skewness | 0.22 | Excess Kurtosis | 4.78 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.09 |
| Gain/Pain | 0.24 | Hit Rate | 54.33% |
| Win/Loss | 1.04 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.58% | -4.75% | -2.99% | -4.29% |
| CVaR (ES) | -4.19% | -6.66% | -3.78% | -4.93% |
| VaR (Cornish-Fisher) | — | — | -2.68% | -6.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.35% | 2025-02-04 | 2025-04-08 | 2025-08-25 | 44 | 95 |
| -22.28% | 2024-07-10 | 2024-09-09 | 2024-12-11 | 42 | 66 |
| -20.75% | 2026-02-02 | 2026-03-30 | 2026-04-27 | 39 | 19 |
| -20.18% | 2026-05-13 | 2026-07-23 | ongoing | 46 | — |
| -14.39% | 2024-01-29 | 2024-03-06 | 2024-04-01 | 26 | 17 |
| -12.91% | 2023-10-11 | 2023-10-27 | 2023-12-21 | 12 | 38 |
| -7.84% | 2025-11-25 | 2025-12-17 | 2026-01-08 | 15 | 14 |
| -6.95% | 2025-09-19 | 2025-10-10 | 2025-10-20 | 15 | 6 |
| -6.86% | 2023-09-14 | 2023-09-26 | 2023-10-09 | 8 | 9 |
| -5.21% | 2024-04-26 | 2024-04-30 | 2024-05-15 | 2 | 11 |
Worst depth first · lengths in trading days.