$355.04
+4.46 (+1.27%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.40% | Sharpe | 1.05 |
| Sortino | 1.61 |
| Beta | 1.06 | Correlation | 0.49 |
| Up capture | 127.61% | Down capture | 92.82% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.11% | Ulcer Index | 8.39 |
| MTD | −0.37% | QTD | −0.29% |
| YTD | 9.80% | Window (ann., 3.0y) | 29.24% |
| Skewness | 0.68 | Excess Kurtosis | 9.84 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.02 |
| Gain/Pain | 0.21 | Hit Rate | 54.34% |
| Win/Loss | 1.02 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.39% | -4.50% | -2.82% | -4.04% |
| CVaR (ES) | -3.80% | -6.62% | -3.57% | -4.65% |
| VaR (Cornish-Fisher) | — | — | -2.11% | -6.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.11% | 2026-01-15 | 2026-04-29 | 2026-07-01 | 71 | 39 |
| -21.26% | 2024-11-22 | 2025-02-18 | 2025-05-19 | 56 | 63 |
| -10.18% | 2025-08-04 | 2025-11-20 | 2025-12-23 | 77 | 22 |
| -8.59% | 2024-09-23 | 2024-10-31 | 2024-11-13 | 28 | 9 |
| -8.23% | 2026-07-06 | 2026-07-22 | 2026-08-04 | 12 | 9 |
| -8.22% | 2023-12-13 | 2024-01-09 | 2024-02-06 | 17 | 19 |
| -8.08% | 2024-02-22 | 2024-03-11 | 2024-04-22 | 12 | 29 |
| -7.37% | 2023-09-01 | 2023-10-30 | 2023-11-14 | 40 | 11 |
| -6.43% | 2026-08-14 | 2026-08-20 | ongoing | 4 | — |
| -6.01% | 2024-07-31 | 2024-08-05 | 2024-08-21 | 3 | 12 |
Worst depth first · lengths in trading days.