$336.34
+3.53 (+1.06%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.46% | Sharpe | 0.83 |
| Sortino | 1.25 |
| Beta | 0.50 | Correlation | 0.32 |
| Up capture | 77.81% | Down capture | 37.82% |
Relative Value shows 0.86 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −17.36% | Ulcer Index | 7.12 |
| MTD | 8.78% | QTD | 20.12% |
| YTD | 34.77% | Window (ann., 3.0y) | 17.40% |
| Skewness | 0.33 | Excess Kurtosis | 3.34 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.10 |
| Gain/Pain | 0.15 | Hit Rate | 52.27% |
| Win/Loss | 1.05 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.05% | -3.57% | -2.25% | -3.22% |
| CVaR (ES) | -3.02% | -4.50% | -2.84% | -3.70% |
| VaR (Cornish-Fisher) | — | — | -2.02% | -3.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.36% | 2025-03-04 | 2025-04-21 | 2025-06-10 | 33 | 35 |
| -16.34% | 2024-01-02 | 2024-05-29 | 2024-08-01 | 102 | 44 |
| -15.22% | 2025-10-20 | 2025-11-06 | 2026-07-23 | 13 | 173 |
| -9.87% | 2024-08-02 | 2024-10-07 | 2024-11-07 | 45 | 23 |
| -8.32% | 2023-08-21 | 2023-10-25 | 2023-11-30 | 46 | 25 |
| -8.03% | 2025-07-01 | 2025-07-21 | 2025-07-24 | 13 | 3 |
| -7.81% | 2024-11-13 | 2024-12-18 | 2025-01-24 | 24 | 23 |
| -4.18% | 2025-09-30 | 2025-10-06 | 2025-10-20 | 4 | 10 |
| -4.13% | 2025-01-30 | 2025-02-12 | 2025-02-25 | 9 | 8 |
| -2.89% | 2025-07-24 | 2025-08-07 | 2025-08-12 | 10 | 3 |
Worst depth first · lengths in trading days.