$322.49
-0.25 (-0.08%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.11% | Sharpe | 0.52 |
| Sortino | 0.75 |
| Beta | 1.06 | Correlation | 0.53 |
| Up capture | 86.03% | Down capture | 137.33% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −25.62% | Ulcer Index | 13.50 |
| MTD | −0.52% | QTD | 1.31% |
| YTD | 25.54% | Window (ann., 3.0y) | 9.72% |
| Skewness | −0.05 | Excess Kurtosis | 1.17 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.09 |
| Gain/Pain | 0.09 | Hit Rate | 51.73% |
| Win/Loss | 1.02 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.23% | -3.58% | -2.35% | -3.34% |
| CVaR (ES) | -3.15% | -4.53% | -2.96% | -3.83% |
| VaR (Cornish-Fisher) | — | — | -2.33% | -3.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -25.62% | 2024-09-23 | 2025-04-08 | ongoing | 135 | — |
| -16.49% | 2024-01-02 | 2024-04-26 | 2024-07-16 | 80 | 54 |
| -14.38% | 2023-08-30 | 2023-10-25 | 2023-12-13 | 39 | 34 |
| -4.86% | 2024-07-17 | 2024-07-25 | 2024-08-02 | 6 | 6 |
| -2.64% | 2024-08-02 | 2024-08-05 | 2024-08-06 | 1 | 1 |
| -1.49% | 2024-09-16 | 2024-09-17 | 2024-09-23 | 1 | 4 |
| -1.14% | 2024-08-14 | 2024-08-15 | 2024-08-19 | 1 | 2 |
| -0.91% | 2023-12-28 | 2023-12-29 | 2024-01-02 | 1 | 1 |
| -0.85% | 2024-08-09 | 2024-08-12 | 2024-08-14 | 1 | 2 |
| -0.81% | 2024-09-04 | 2024-09-05 | 2024-09-06 | 1 | 1 |
Worst depth first · lengths in trading days.