$563.49
-5.26 (-0.92%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.06% | Sharpe | 0.27 |
| Sortino | 0.37 |
| Beta | 1.16 | Correlation | 0.68 |
| Up capture | 90.32% | Down capture | 227.82% |
Relative Value shows 1.21 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −25.99% | Ulcer Index | 10.27 |
| MTD | −1.53% | QTD | 0.62% |
| YTD | −1.04% | Window (ann., 3.0y) | 3.59% |
| Skewness | −0.71 | Excess Kurtosis | 9.82 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.03 |
| Gain/Pain | 0.05 | Hit Rate | 51.80% |
| Win/Loss | 0.98 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.42% | -5.57% | -2.88% | -4.08% |
| CVaR (ES) | -4.22% | -8.16% | -3.62% | -4.68% |
| VaR (Cornish-Fisher) | — | — | -2.87% | -8.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -25.99% | 2024-02-01 | 2024-04-23 | 2024-10-09 | 57 | 117 |
| -20.10% | 2024-12-12 | 2025-04-07 | 2026-05-28 | 77 | 286 |
| -15.42% | 2026-06-01 | 2026-06-25 | ongoing | 14 | — |
| -13.71% | 2023-09-07 | 2023-10-31 | 2023-12-13 | 38 | 30 |
| -7.21% | 2024-10-15 | 2024-10-30 | 2024-12-04 | 11 | 24 |
| -5.70% | 2023-12-28 | 2024-01-05 | 2024-01-30 | 5 | 16 |
| -2.71% | 2023-12-13 | 2023-12-15 | 2023-12-21 | 2 | 4 |
| -0.98% | 2024-12-04 | 2024-12-05 | 2024-12-06 | 1 | 1 |
| -0.88% | 2023-08-23 | 2023-08-25 | 2023-08-29 | 2 | 2 |
| -0.83% | 2024-10-09 | 2024-10-10 | 2024-10-11 | 1 | 1 |
Worst depth first · lengths in trading days.