$1,922.73
+0.77 (+0.04%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.80% | Sharpe | 0.59 |
| Sortino | 0.82 |
| Beta | 0.99 | Correlation | 0.35 |
| Up capture | 88.54% | Down capture | 91.10% |
Relative Value shows 1.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −40.82% | Ulcer Index | 17.32 |
| MTD | 2.38% | QTD | 13.28% |
| YTD | −4.54% | Window (ann., 3.0y) | 16.12% |
| Skewness | −0.57 | Excess Kurtosis | 5.43 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.06 |
| Gain/Pain | 0.11 | Hit Rate | 52.00% |
| Win/Loss | 1.02 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.46% | -6.60% | -3.83% | -5.45% |
| CVaR (ES) | -5.57% | -9.61% | -4.82% | -6.26% |
| VaR (Cornish-Fisher) | — | — | -3.94% | -9.18% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.82% | 2025-06-30 | 2026-05-15 | ongoing | 221 | — |
| -25.39% | 2024-02-22 | 2024-04-19 | 2024-08-07 | 40 | 75 |
| -22.15% | 2024-09-12 | 2024-12-19 | 2025-02-21 | 69 | 41 |
| -20.59% | 2025-02-21 | 2025-04-07 | 2025-04-29 | 31 | 15 |
| -18.57% | 2023-09-07 | 2023-10-20 | 2023-11-15 | 31 | 18 |
| -9.20% | 2023-12-01 | 2024-01-03 | 2024-01-12 | 21 | 7 |
| -9.10% | 2025-05-22 | 2025-06-12 | 2025-06-30 | 14 | 11 |
| -4.99% | 2024-01-26 | 2024-02-13 | 2024-02-22 | 12 | 6 |
| -4.37% | 2025-04-30 | 2025-05-06 | 2025-05-08 | 4 | 2 |
| -3.72% | 2024-08-30 | 2024-09-06 | 2024-09-12 | 4 | 4 |
Worst depth first · lengths in trading days.