$6,358.51
+58.51 (+0.93%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.68% | Sharpe | 0.20 |
| Sortino | 0.30 |
| Beta | 0.90 | Correlation | 0.46 |
| Up capture | 73.14% | Down capture | 193.14% |
Relative Value shows 0.90 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.94% | Ulcer Index | 20.96 |
| MTD | 3.44% | QTD | −6.68% |
| YTD | −12.81% | Window (ann., 3.0y) | 1.90% |
| Skewness | 0.11 | Excess Kurtosis | 1.55 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.04 |
| Gain/Pain | 0.03 | Hit Rate | 49.87% |
| Win/Loss | 1.04 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.58% | -3.96% | -2.74% | -3.89% |
| CVaR (ES) | -3.59% | -5.22% | -3.45% | -4.46% |
| VaR (Cornish-Fisher) | — | — | -2.64% | -4.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.94% | 2024-10-18 | 2026-05-15 | ongoing | 393 | — |
| -17.39% | 2023-09-01 | 2023-10-25 | 2023-12-08 | 37 | 31 |
| -9.44% | 2024-03-28 | 2024-05-29 | 2024-07-16 | 42 | 32 |
| -7.53% | 2024-01-22 | 2024-01-24 | 2024-02-07 | 2 | 10 |
| -4.76% | 2024-10-01 | 2024-10-07 | 2024-10-18 | 4 | 9 |
| -4.58% | 2024-07-30 | 2024-08-07 | 2024-08-16 | 6 | 7 |
| -3.52% | 2024-02-12 | 2024-02-13 | 2024-02-29 | 1 | 11 |
| -3.13% | 2024-08-23 | 2024-08-28 | 2024-09-13 | 3 | 11 |
| -2.74% | 2024-07-22 | 2024-07-24 | 2024-07-30 | 2 | 4 |
| -2.41% | 2024-03-13 | 2024-03-14 | 2024-03-19 | 1 | 3 |
Worst depth first · lengths in trading days.