$266.73
-3.71 (-1.37%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.86% | Sharpe | 0.75 |
| Sortino | 1.11 |
| Beta | 0.38 | Correlation | 0.23 |
| Up capture | 71.69% | Down capture | 35.87% |
Relative Value shows 0.50 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.99% | Ulcer Index | 10.63 |
| MTD | −3.73% | QTD | −8.21% |
| YTD | −8.45% | Window (ann., 3.0y) | 16.10% |
| Skewness | 0.14 | Excess Kurtosis | 4.99 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.13 |
| Gain/Pain | 0.14 | Hit Rate | 51.41% |
| Win/Loss | 1.07 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.20% | -3.81% | -2.40% | -3.43% |
| CVaR (ES) | -3.30% | -5.22% | -3.03% | -3.93% |
| VaR (Cornish-Fisher) | — | — | -2.19% | -5.02% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.99% | 2026-03-02 | 2026-08-21 | ongoing | 114 | — |
| -25.98% | 2024-11-11 | 2025-02-19 | 2025-07-14 | 66 | 99 |
| -10.86% | 2025-10-08 | 2025-12-01 | 2026-01-05 | 37 | 23 |
| -10.28% | 2023-08-21 | 2023-10-05 | 2023-10-09 | 32 | 2 |
| -7.60% | 2024-07-25 | 2024-07-29 | 2024-10-01 | 2 | 45 |
| -7.13% | 2024-03-13 | 2024-04-16 | 2024-04-29 | 23 | 9 |
| -5.95% | 2026-01-27 | 2026-02-04 | 2026-02-27 | 6 | 16 |
| -5.15% | 2023-10-09 | 2023-10-27 | 2023-11-02 | 14 | 4 |
| -4.47% | 2024-05-22 | 2024-05-29 | 2024-06-03 | 4 | 3 |
| -4.07% | 2024-06-04 | 2024-06-14 | 2024-07-10 | 8 | 16 |
Worst depth first · lengths in trading days.