$383.55
+2.40 (+0.63%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.10% | Sharpe | 0.23 |
| Sortino | 0.31 |
| Beta | 0.94 | Correlation | 0.31 |
| Up capture | 99.83% | Down capture | 238.11% |
Relative Value shows 0.89 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −46.83% | Ulcer Index | 23.58 |
| MTD | 7.61% | QTD | 16.29% |
| YTD | −1.79% | Window (ann., 3.0y) | 1.31% |
| Skewness | −0.93 | Excess Kurtosis | 15.93 |
| Omega (θ=0) | 1.05 | Tail Ratio | 0.90 |
| Gain/Pain | 0.05 | Hit Rate | 54.27% |
| Win/Loss | 0.88 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.48% | -6.96% | -4.02% | -5.69% |
| CVaR (ES) | -6.05% | -11.52% | -5.04% | -6.53% |
| VaR (Cornish-Fisher) | — | — | -3.83% | -15.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.83% | 2024-03-06 | 2026-06-03 | ongoing | 562 | — |
| -27.17% | 2023-10-17 | 2023-12-07 | 2024-02-16 | 36 | 48 |
| -3.93% | 2023-09-22 | 2023-10-02 | 2023-10-05 | 6 | 3 |
| -2.37% | 2023-09-20 | 2023-09-21 | 2023-09-22 | 1 | 1 |
| -1.98% | 2024-02-16 | 2024-02-21 | 2024-02-22 | 2 | 1 |
| -1.48% | 2023-09-01 | 2023-09-05 | 2023-09-06 | 1 | 1 |
| -1.29% | 2023-09-12 | 2023-09-15 | 2023-09-18 | 3 | 1 |
| -1.09% | 2023-10-11 | 2023-10-12 | 2023-10-16 | 1 | 2 |
| -0.93% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -0.90% | 2023-10-09 | 2023-10-10 | 2023-10-11 | 1 | 1 |
Worst depth first · lengths in trading days.