$1,395.25
+2.02 (+0.14%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.87% | Sharpe | 0.34 |
| Sortino | 0.50 |
| Beta | 1.04 | Correlation | 0.50 |
| Up capture | 103.27% | Down capture | 231.85% |
Relative Value shows 1.21 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.61% | Ulcer Index | 15.10 |
| MTD | −1.49% | QTD | 9.22% |
| YTD | 0.08% | Window (ann., 3.0y) | 6.06% |
| Skewness | 0.28 | Excess Kurtosis | 10.01 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.06 |
| Gain/Pain | 0.06 | Hit Rate | 50.60% |
| Win/Loss | 1.04 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.92% | -5.28% | -3.36% | -4.77% |
| CVaR (ES) | -4.56% | -7.30% | -4.23% | -5.47% |
| VaR (Cornish-Fisher) | — | — | -2.78% | -9.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.61% | 2024-05-16 | 2025-04-21 | ongoing | 231 | — |
| -21.28% | 2023-09-01 | 2023-10-30 | 2023-12-14 | 40 | 32 |
| -11.99% | 2024-03-07 | 2024-04-19 | 2024-05-10 | 30 | 15 |
| -7.59% | 2023-12-28 | 2024-01-05 | 2024-01-29 | 5 | 15 |
| -6.46% | 2024-01-30 | 2024-02-13 | 2024-02-28 | 10 | 10 |
| -3.24% | 2023-12-14 | 2023-12-18 | 2023-12-28 | 2 | 7 |
| -3.22% | 2024-05-10 | 2024-05-13 | 2024-05-15 | 1 | 2 |
| -0.74% | 2023-08-21 | 2023-08-22 | 2023-08-25 | 1 | 3 |
| -0.34% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
Worst depth first · lengths in trading days.