$292.00
+4.38 (+1.52%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.71% | Sharpe | 1.10 |
| Sortino | 1.71 |
| Beta | 1.57 | Correlation | 0.52 |
| Up capture | 180.64% | Down capture | 89.66% |
Relative Value shows 1.74 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.02% | Ulcer Index | 14.17 |
| MTD | −8.26% | QTD | −8.04% |
| YTD | 5.79% | Window (ann., 3.0y) | 44.66% |
| Skewness | 0.68 | Excess Kurtosis | 6.07 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.07 |
| Gain/Pain | 0.22 | Hit Rate | 52.33% |
| Win/Loss | 1.11 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.95% | -7.11% | -4.14% | -5.93% |
| CVaR (ES) | -5.55% | -8.10% | -5.24% | -6.82% |
| VaR (Cornish-Fisher) | — | — | -3.28% | -7.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.02% | 2025-01-30 | 2025-04-04 | 2025-06-06 | 45 | 43 |
| -32.36% | 2025-08-28 | 2025-11-17 | ongoing | 56 | — |
| -21.84% | 2023-08-23 | 2023-10-20 | 2023-11-14 | 41 | 17 |
| -19.31% | 2024-07-16 | 2024-08-02 | 2024-09-20 | 13 | 34 |
| -14.57% | 2025-07-23 | 2025-08-08 | 2025-08-26 | 12 | 12 |
| -12.49% | 2024-12-06 | 2025-01-07 | 2025-01-28 | 20 | 13 |
| -11.59% | 2023-12-28 | 2024-02-21 | 2024-03-13 | 36 | 15 |
| -9.93% | 2024-04-01 | 2024-04-16 | 2024-04-26 | 11 | 8 |
| -6.61% | 2025-06-06 | 2025-06-13 | 2025-06-24 | 5 | 6 |
| -5.70% | 2024-06-12 | 2024-06-14 | 2024-06-25 | 2 | 6 |
Worst depth first · lengths in trading days.