$393.39
+2.12 (+0.54%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.86% | Sharpe | 0.79 |
| Sortino | 1.16 |
| Beta | 0.58 | Correlation | 0.37 |
| Up capture | 70.03% | Down capture | 36.51% |
Relative Value shows 0.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −20.76% | Ulcer Index | 7.13 |
| MTD | −4.15% | QTD | −2.24% |
| YTD | 15.67% | Window (ann., 3.0y) | 16.59% |
| Skewness | −0.03 | Excess Kurtosis | 9.37 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.18 |
| Gain/Pain | 0.16 | Hit Rate | 51.60% |
| Win/Loss | 1.08 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.86% | -3.58% | -2.30% | -3.28% |
| CVaR (ES) | -3.15% | -5.79% | -2.90% | -3.77% |
| VaR (Cornish-Fisher) | — | — | -2.03% | -6.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.76% | 2024-11-26 | 2025-04-21 | 2026-01-09 | 97 | 182 |
| -13.42% | 2024-03-27 | 2024-07-05 | 2024-10-14 | 68 | 70 |
| -11.01% | 2024-02-07 | 2024-02-13 | 2024-03-07 | 4 | 16 |
| -8.47% | 2026-03-02 | 2026-03-30 | 2026-04-23 | 20 | 17 |
| -7.96% | 2026-04-23 | 2026-05-15 | 2026-06-16 | 16 | 18 |
| -7.51% | 2023-09-01 | 2023-10-25 | 2023-11-03 | 37 | 7 |
| -6.69% | 2026-07-28 | 2026-08-20 | ongoing | 17 | — |
| -4.71% | 2026-07-16 | 2026-07-23 | 2026-07-28 | 5 | 3 |
| -3.86% | 2026-02-04 | 2026-02-09 | 2026-02-13 | 3 | 4 |
| -3.29% | 2026-07-06 | 2026-07-09 | 2026-07-16 | 3 | 5 |
Worst depth first · lengths in trading days.