$636.15
+2.20 (+0.35%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.55% | Sharpe | 0.76 |
| Sortino | 1.11 |
| Beta | 0.88 | Correlation | 0.45 |
| Up capture | 85.93% | Down capture | 86.45% |
Relative Value shows 0.90 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −18.77% | Ulcer Index | 7.27 |
| MTD | −2.96% | QTD | −4.61% |
| YTD | 24.56% | Window (ann., 3.0y) | 16.31% |
| Skewness | −0.10 | Excess Kurtosis | 8.76 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.07 |
| Gain/Pain | 0.15 | Hit Rate | 53.66% |
| Win/Loss | 0.99 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.02% | -3.39% | -2.37% | -3.38% |
| CVaR (ES) | -3.19% | -5.76% | -2.99% | -3.88% |
| VaR (Cornish-Fisher) | — | — | -2.15% | -6.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -18.77% | 2023-12-29 | 2024-04-24 | 2024-10-10 | 80 | 117 |
| -18.39% | 2025-10-06 | 2025-11-20 | 2026-01-21 | 33 | 40 |
| -16.06% | 2025-01-30 | 2025-04-08 | 2025-07-09 | 47 | 62 |
| -15.18% | 2026-03-02 | 2026-03-30 | 2026-08-07 | 20 | 87 |
| -12.57% | 2023-09-19 | 2023-11-01 | 2023-12-13 | 31 | 29 |
| -8.30% | 2026-08-07 | 2026-08-20 | ongoing | 9 | — |
| -6.89% | 2024-11-08 | 2025-01-06 | 2025-01-22 | 38 | 10 |
| -4.80% | 2025-07-18 | 2025-08-18 | 2025-09-11 | 21 | 17 |
| -3.73% | 2024-10-24 | 2024-11-01 | 2024-11-06 | 6 | 3 |
| -2.78% | 2023-09-01 | 2023-09-12 | 2023-09-19 | 6 | 5 |
Worst depth first · lengths in trading days.