$312.59
-0.16 (-0.05%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.79% | Sharpe | 1.02 |
| Sortino | 1.52 |
| Beta | 1.94 | Correlation | 0.63 |
| Up capture | 168.77% | Down capture | 145.09% |
Relative Value shows 1.53 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.72% | Ulcer Index | 10.10 |
| MTD | −0.42% | QTD | −17.07% |
| YTD | 46.31% | Window (ann., 3.0y) | 35.94% |
| Skewness | 0.10 | Excess Kurtosis | 2.58 |
| Omega (θ=0) | 1.19 | Tail Ratio | 0.99 |
| Gain/Pain | 0.19 | Hit Rate | 53.60% |
| Win/Loss | 1.03 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.71% | -6.03% | -3.66% | -5.24% |
| CVaR (ES) | -5.15% | -7.09% | -4.63% | -6.03% |
| VaR (Cornish-Fisher) | — | — | -3.48% | -6.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.72% | 2025-02-19 | 2025-04-08 | 2025-07-25 | 34 | 74 |
| -23.61% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -19.28% | 2023-09-01 | 2023-10-31 | 2023-12-11 | 41 | 28 |
| -17.40% | 2024-12-05 | 2025-01-10 | 2025-02-18 | 23 | 25 |
| -16.28% | 2024-04-05 | 2024-07-01 | 2024-07-16 | 59 | 10 |
| -15.01% | 2024-07-26 | 2024-09-06 | 2024-11-19 | 29 | 52 |
| -13.45% | 2025-10-20 | 2025-11-18 | 2026-01-12 | 21 | 36 |
| -13.40% | 2026-02-24 | 2026-03-30 | 2026-04-09 | 24 | 7 |
| -10.65% | 2023-12-27 | 2024-01-09 | 2024-02-12 | 8 | 23 |
| -8.79% | 2024-02-16 | 2024-03-05 | 2024-03-27 | 11 | 16 |
Worst depth first · lengths in trading days.