$239.04
+10.05 (+4.39%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.72% | Sharpe | 1.11 |
| Sortino | 1.78 |
| Beta | 0.73 | Correlation | 0.40 |
| Up capture | 118.39% | Down capture | 88.83% |
Relative Value shows 0.87 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.08% | Ulcer Index | 6.98 |
| MTD | −4.79% | QTD | 12.30% |
| YTD | 32.98% | Window (ann., 3.0y) | 27.34% |
| Skewness | 0.72 | Excess Kurtosis | 7.02 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.12 |
| Gain/Pain | 0.23 | Hit Rate | 52.40% |
| Win/Loss | 1.10 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.20% | -3.12% | -2.45% | -3.51% |
| CVaR (ES) | -3.05% | -4.80% | -3.10% | -4.04% |
| VaR (Cornish-Fisher) | — | — | -1.90% | -4.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.08% | 2024-12-05 | 2025-03-13 | 2025-10-02 | 65 | 140 |
| -14.92% | 2024-02-28 | 2024-05-02 | 2024-06-17 | 45 | 31 |
| -13.03% | 2026-06-12 | 2026-06-29 | 2026-07-27 | 9 | 19 |
| -10.73% | 2024-09-13 | 2024-11-06 | 2024-12-02 | 38 | 17 |
| -10.50% | 2023-09-01 | 2023-09-27 | 2023-11-06 | 17 | 28 |
| -10.33% | 2024-07-12 | 2024-08-05 | 2024-08-21 | 16 | 12 |
| -10.28% | 2026-08-07 | 2026-08-20 | ongoing | 9 | — |
| -7.79% | 2026-05-06 | 2026-05-18 | 2026-05-22 | 8 | 4 |
| -5.42% | 2025-10-02 | 2025-10-10 | 2025-10-15 | 6 | 3 |
| -4.68% | 2026-05-22 | 2026-06-02 | 2026-06-11 | 6 | 5 |
Worst depth first · lengths in trading days.