$1,098.51
+3.25 (+0.30%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.20% | Sharpe | 0.97 |
| Sortino | 1.59 |
| Beta | 1.95 | Correlation | 0.68 |
| Up capture | 176.54% | Down capture | 172.11% |
Relative Value shows 1.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −37.03% | Ulcer Index | 13.57 |
| MTD | 1.78% | QTD | −3.03% |
| YTD | 36.32% | Window (ann., 3.0y) | 35.58% |
| Skewness | 1.37 | Excess Kurtosis | 12.45 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.22 |
| Gain/Pain | 0.19 | Hit Rate | 52.33% |
| Win/Loss | 1.09 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.18% | -5.38% | -3.91% | -5.59% |
| CVaR (ES) | -4.82% | -7.32% | -4.94% | -6.43% |
| VaR (Cornish-Fisher) | — | — | -2.24% | -8.55% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.03% | 2024-11-06 | 2025-04-08 | 2025-07-24 | 103 | 73 |
| -30.04% | 2025-10-15 | 2026-03-20 | 2026-06-03 | 107 | 51 |
| -18.76% | 2023-09-01 | 2023-10-27 | 2023-12-01 | 39 | 24 |
| -14.34% | 2024-03-28 | 2024-06-14 | 2024-07-16 | 54 | 20 |
| -12.62% | 2024-07-31 | 2024-08-07 | 2024-09-17 | 5 | 28 |
| -11.13% | 2026-06-25 | 2026-07-20 | 2026-07-23 | 16 | 3 |
| -7.58% | 2026-07-24 | 2026-07-29 | 2026-08-04 | 3 | 4 |
| -7.25% | 2024-10-22 | 2024-11-04 | 2024-11-06 | 9 | 2 |
| -6.74% | 2024-03-04 | 2024-03-11 | 2024-03-21 | 5 | 8 |
| -6.73% | 2023-12-26 | 2024-01-05 | 2024-01-25 | 7 | 13 |
Worst depth first · lengths in trading days.