$563.57
-7.91 (-1.38%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.54% | Sharpe | 0.54 |
| Sortino | 0.76 |
| Beta | −0.12 | Correlation | −0.05 |
| Up capture | 62.23% | Down capture | 44.18% |
Relative Value shows 0.11 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.79% | Ulcer Index | 15.78 |
| MTD | −3.29% | QTD | 10.62% |
| YTD | 17.90% | Window (ann., 3.0y) | 10.60% |
| Skewness | −0.21 | Excess Kurtosis | 9.75 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.11 |
| Gain/Pain | 0.11 | Hit Rate | 51.47% |
| Win/Loss | 1.04 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.13% | -4.44% | -2.49% | -3.54% |
| CVaR (ES) | -3.71% | -6.39% | -3.14% | -4.07% |
| VaR (Cornish-Fisher) | — | — | -2.28% | -7.29% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.79% | 2024-10-21 | 2025-07-22 | 2026-01-22 | 186 | 127 |
| -26.87% | 2026-03-02 | 2026-06-24 | ongoing | 76 | — |
| -12.00% | 2023-08-23 | 2023-10-05 | 2023-10-31 | 30 | 18 |
| -9.71% | 2024-01-12 | 2024-02-14 | 2024-04-19 | 22 | 45 |
| -5.23% | 2026-02-02 | 2026-02-04 | 2026-02-09 | 2 | 3 |
| -3.79% | 2024-05-13 | 2024-05-29 | 2024-06-03 | 11 | 3 |
| -3.73% | 2026-02-19 | 2026-02-26 | 2026-03-02 | 5 | 2 |
| -3.40% | 2023-11-02 | 2023-11-09 | 2024-01-02 | 5 | 35 |
| -2.51% | 2024-06-07 | 2024-06-14 | 2024-06-24 | 5 | 5 |
| -2.38% | 2024-06-24 | 2024-07-09 | 2024-07-17 | 10 | 6 |
Worst depth first · lengths in trading days.