$360.72
+2.49 (+0.70%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.63% | Sharpe | 1.18 |
| Sortino | 1.69 |
| Beta | 0.21 | Correlation | 0.08 |
| Up capture | 118.78% | Down capture | −30.48% |
Relative Value shows 0.52 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.75% | Ulcer Index | 18.86 |
| MTD | 13.98% | QTD | 41.09% |
| YTD | 123.77% | Window (ann., 3.0y) | 38.79% |
| Skewness | −0.39 | Excess Kurtosis | 4.39 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.03 |
| Gain/Pain | 0.23 | Hit Rate | 55.33% |
| Win/Loss | 0.99 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.06% | -5.51% | -3.23% | -4.63% |
| CVaR (ES) | -4.75% | -7.60% | -4.09% | -5.33% |
| VaR (Cornish-Fisher) | — | — | -3.27% | -7.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.75% | 2024-04-05 | 2025-04-08 | 2026-03-03 | 252 | 225 |
| -15.17% | 2026-03-27 | 2026-04-17 | 2026-05-04 | 14 | 11 |
| -9.30% | 2023-09-18 | 2023-11-09 | 2024-01-03 | 38 | 36 |
| -9.09% | 2026-06-03 | 2026-06-18 | 2026-07-06 | 8 | 10 |
| -7.01% | 2026-05-05 | 2026-05-07 | 2026-05-19 | 2 | 8 |
| -6.88% | 2026-07-21 | 2026-08-05 | 2026-08-10 | 11 | 3 |
| -5.71% | 2026-05-19 | 2026-05-27 | 2026-06-02 | 5 | 4 |
| -3.86% | 2024-01-03 | 2024-01-18 | 2024-01-26 | 10 | 6 |
| -3.63% | 2024-02-15 | 2024-02-20 | 2024-02-26 | 2 | 4 |
| -3.06% | 2024-02-26 | 2024-02-28 | 2024-03-01 | 2 | 2 |
Worst depth first · lengths in trading days.