$937.34
+9.73 (+1.05%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.62% | Sharpe | 1.05 |
| Sortino | 1.52 |
| Beta | 0.68 | Correlation | 0.33 |
| Up capture | 93.01% | Down capture | −8.59% |
Relative Value shows 0.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.77% | Ulcer Index | 13.53 |
| MTD | 10.25% | QTD | 18.46% |
| YTD | 37.09% | Window (ann., 3.0y) | 28.50% |
| Skewness | −0.59 | Excess Kurtosis | 12.86 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.14 |
| Gain/Pain | 0.22 | Hit Rate | 54.13% |
| Win/Loss | 1.03 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.12% | -3.56% | -2.75% | -3.93% |
| CVaR (ES) | -3.72% | -7.60% | -3.47% | -4.52% |
| VaR (Cornish-Fisher) | — | — | -2.58% | -9.69% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.77% | 2025-10-08 | 2026-03-13 | 2026-07-30 | 107 | 92 |
| -23.64% | 2024-03-01 | 2025-01-10 | 2025-05-08 | 216 | 81 |
| -7.74% | 2025-07-17 | 2025-07-30 | 2025-08-08 | 9 | 7 |
| -6.87% | 2023-09-01 | 2023-10-23 | 2023-10-26 | 35 | 3 |
| -6.50% | 2024-01-22 | 2024-01-31 | 2024-02-12 | 7 | 8 |
| -4.38% | 2025-06-11 | 2025-06-17 | 2025-06-23 | 4 | 3 |
| -4.07% | 2025-09-11 | 2025-09-22 | 2025-10-06 | 7 | 10 |
| -3.57% | 2026-08-14 | 2026-08-20 | ongoing | 4 | — |
| -3.19% | 2025-05-19 | 2025-06-04 | 2025-06-10 | 11 | 4 |
| -2.63% | 2023-12-15 | 2023-12-29 | 2024-01-08 | 9 | 5 |
Worst depth first · lengths in trading days.