$313.41
-0.65 (-0.21%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.17% | Sharpe | 0.55 |
| Sortino | 0.84 |
| Beta | 1.49 | Correlation | 0.57 |
| Up capture | 134.13% | Down capture | 227.90% |
Relative Value shows 1.17 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −41.23% | Ulcer Index | 19.57 |
| MTD | 1.92% | QTD | −0.26% |
| YTD | 10.21% | Window (ann., 3.0y) | 14.39% |
| Skewness | 0.54 | Excess Kurtosis | 3.77 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.08 |
| Gain/Pain | 0.10 | Hit Rate | 50.60% |
| Win/Loss | 1.07 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.43% | -5.50% | -3.67% | -5.22% |
| CVaR (ES) | -4.75% | -6.85% | -4.62% | -5.99% |
| VaR (Cornish-Fisher) | — | — | -3.13% | -6.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -41.23% | 2024-11-26 | 2025-11-18 | ongoing | 244 | — |
| -23.14% | 2024-02-15 | 2024-05-01 | 2024-07-16 | 52 | 51 |
| -18.60% | 2024-07-30 | 2024-08-12 | 2024-11-05 | 9 | 60 |
| -9.24% | 2023-12-27 | 2024-01-05 | 2024-01-30 | 6 | 16 |
| -7.66% | 2023-10-16 | 2023-10-25 | 2023-11-01 | 7 | 5 |
| -3.65% | 2024-07-23 | 2024-07-24 | 2024-07-26 | 1 | 2 |
| -3.59% | 2024-11-11 | 2024-11-15 | 2024-11-21 | 4 | 4 |
| -2.77% | 2024-07-16 | 2024-07-19 | 2024-07-22 | 3 | 1 |
| -2.30% | 2023-12-04 | 2023-12-07 | 2023-12-13 | 3 | 4 |
| -2.24% | 2023-11-24 | 2023-11-29 | 2023-12-04 | 3 | 3 |
Worst depth first · lengths in trading days.