$370.73
+0.06 (+0.02%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.92% | Sharpe | 0.39 |
| Sortino | 0.61 |
| Beta | 1.63 | Correlation | 0.54 |
| Up capture | 147.55% | Down capture | 305.88% |
Relative Value shows 1.23 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −37.79% | Ulcer Index | 18.23 |
| MTD | −3.63% | QTD | 27.86% |
| YTD | 12.21% | Window (ann., 3.0y) | 8.03% |
| Skewness | 1.03 | Excess Kurtosis | 6.73 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.12 |
| Gain/Pain | 0.07 | Hit Rate | 49.13% |
| Win/Loss | 1.11 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.49% | -5.63% | -3.87% | -5.50% |
| CVaR (ES) | -4.76% | -6.39% | -4.87% | -6.31% |
| VaR (Cornish-Fisher) | — | — | -2.80% | -6.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.79% | 2024-11-25 | 2026-03-20 | 2026-07-29 | 328 | 86 |
| -25.91% | 2023-12-29 | 2024-07-09 | 2024-10-23 | 131 | 75 |
| -25.86% | 2023-09-01 | 2023-10-25 | 2023-12-21 | 37 | 40 |
| -16.44% | 2026-07-29 | 2026-08-18 | ongoing | 14 | — |
| -3.24% | 2024-11-11 | 2024-11-12 | 2024-11-22 | 1 | 8 |
| -2.57% | 2024-10-29 | 2024-10-31 | 2024-11-04 | 2 | 2 |
| -1.36% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -1.05% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
| -0.66% | 2024-10-24 | 2024-10-25 | 2024-10-28 | 1 | 1 |
| -0.59% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.