$264.36
-1.24 (-0.47%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.47% | Sharpe | 0.68 |
| Sortino | 1.04 |
| Beta | 1.80 | Correlation | 0.60 |
| Up capture | 136.64% | Down capture | 161.88% |
Relative Value shows 1.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.41% | Ulcer Index | 12.31 |
| MTD | −4.13% | QTD | −10.86% |
| YTD | 54.94% | Window (ann., 3.0y) | 19.72% |
| Skewness | 0.93 | Excess Kurtosis | 12.24 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.08 |
| Gain/Pain | 0.14 | Hit Rate | 51.07% |
| Win/Loss | 1.08 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.15% | -6.25% | -3.68% | -5.25% |
| CVaR (ES) | -4.97% | -8.46% | -4.64% | -6.02% |
| VaR (Cornish-Fisher) | — | — | -2.47% | -9.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.41% | 2024-11-08 | 2025-04-21 | 2025-07-10 | 109 | 55 |
| -29.57% | 2025-07-11 | 2025-11-20 | 2026-01-29 | 93 | 46 |
| -20.03% | 2026-06-22 | 2026-08-21 | ongoing | 43 | — |
| -17.72% | 2026-02-11 | 2026-03-30 | 2026-04-17 | 32 | 13 |
| -16.93% | 2023-08-29 | 2023-10-30 | 2023-12-26 | 43 | 39 |
| -12.26% | 2026-05-26 | 2026-06-05 | 2026-06-22 | 8 | 7 |
| -11.74% | 2024-07-16 | 2024-08-05 | 2024-08-21 | 14 | 12 |
| -9.58% | 2024-01-22 | 2024-02-13 | 2024-03-07 | 16 | 16 |
| -9.50% | 2024-08-30 | 2024-10-22 | 2024-11-06 | 36 | 11 |
| -8.89% | 2024-03-07 | 2024-04-19 | 2024-04-26 | 30 | 5 |
Worst depth first · lengths in trading days.