$840.84
+30.60 (+3.78%)
USD · as of 2026-08-19 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.32% | Sharpe | 0.21 |
| Sortino | 0.28 |
| Beta | 0.09 | Correlation | 0.03 |
| Up capture | 70.29% | Down capture | 151.06% |
| Max Drawdown | −59.69% | Ulcer Index | 34.65 |
| MTD | 10.26% | QTD | 34.85% |
| YTD | 9.23% | Window (ann., 3.0y) | 1.43% |
| Skewness | −1.14 | Excess Kurtosis | 15.04 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.04 |
| Gain/Pain | 0.04 | Hit Rate | 51.00% |
| Win/Loss | 0.99 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.73% | -5.14% | -3.22% | -4.56% |
| CVaR (ES) | -4.68% | -8.74% | -4.04% | -5.23% |
| VaR (Cornish-Fisher) | — | — | -3.21% | -12.19% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -59.69% | 2024-08-27 | 2025-06-05 | ongoing | 193 | — |
| -11.09% | 2024-02-27 | 2024-04-26 | 2024-05-21 | 42 | 17 |
| -8.19% | 2023-08-21 | 2023-10-27 | 2023-12-07 | 48 | 28 |
| -4.40% | 2024-06-25 | 2024-07-03 | 2024-07-11 | 6 | 5 |
| -4.04% | 2024-07-12 | 2024-07-23 | 2024-08-08 | 7 | 12 |
| -3.92% | 2023-12-13 | 2023-12-20 | 2023-12-28 | 5 | 5 |
| -2.76% | 2024-05-21 | 2024-05-29 | 2024-06-05 | 5 | 5 |
| -2.44% | 2024-01-30 | 2024-02-05 | 2024-02-22 | 4 | 12 |
| -1.62% | 2024-01-03 | 2024-01-09 | 2024-01-12 | 4 | 3 |
| -1.52% | 2024-01-23 | 2024-01-26 | 2024-01-29 | 3 | 1 |
Worst depth first · lengths in trading days.