$240.34
+2.09 (+0.88%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.59% | Sharpe | 1.05 |
| Sortino | 1.59 |
| Beta | 0.89 | Correlation | 0.49 |
| Up capture | 123.17% | Down capture | 91.18% |
Relative Value shows 0.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.51% | Ulcer Index | 9.73 |
| MTD | −2.42% | QTD | 0.98% |
| YTD | 20.96% | Window (ann., 3.0y) | 27.31% |
| Skewness | 0.33 | Excess Kurtosis | 5.30 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.06 |
| Gain/Pain | 0.20 | Hit Rate | 52.53% |
| Win/Loss | 1.08 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.45% | -3.96% | -2.64% | -3.79% |
| CVaR (ES) | -3.58% | -5.30% | -3.34% | -4.35% |
| VaR (Cornish-Fisher) | — | — | -2.31% | -5.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.51% | 2024-11-25 | 2025-04-08 | 2026-01-21 | 90 | 197 |
| -16.98% | 2026-02-06 | 2026-03-19 | 2026-06-25 | 28 | 64 |
| -15.95% | 2023-09-12 | 2023-10-27 | 2023-12-01 | 33 | 24 |
| -10.06% | 2023-12-14 | 2024-02-07 | 2024-03-05 | 36 | 18 |
| -8.66% | 2024-07-26 | 2024-08-07 | 2024-09-17 | 8 | 28 |
| -8.35% | 2024-05-14 | 2024-06-11 | 2024-07-11 | 19 | 20 |
| -7.74% | 2024-03-21 | 2024-04-12 | 2024-04-23 | 15 | 7 |
| -6.23% | 2026-08-14 | 2026-08-20 | ongoing | 4 | — |
| -6.09% | 2023-08-21 | 2023-09-07 | 2023-09-12 | 12 | 3 |
| -4.18% | 2024-09-19 | 2024-10-03 | 2024-10-11 | 10 | 6 |
Worst depth first · lengths in trading days.