$410.70
+6.01 (+1.49%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.79% | Sharpe | 0.58 |
| Sortino | 0.88 |
| Beta | 1.46 | Correlation | 0.53 |
| Up capture | 153.20% | Down capture | 275.70% |
Relative Value shows 1.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.45% | Ulcer Index | 14.75 |
| MTD | 8.85% | QTD | 9.51% |
| YTD | 8.13% | Window (ann., 3.0y) | 15.42% |
| Skewness | 0.64 | Excess Kurtosis | 13.19 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.12 |
| Gain/Pain | 0.11 | Hit Rate | 49.13% |
| Win/Loss | 1.15 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.99% | -5.74% | -3.63% | -5.16% |
| CVaR (ES) | -4.79% | -8.23% | -4.57% | -5.93% |
| VaR (Cornish-Fisher) | — | — | -2.60% | -10.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.45% | 2025-01-30 | 2025-08-06 | ongoing | 129 | — |
| -21.86% | 2024-05-15 | 2024-07-01 | 2024-11-01 | 31 | 87 |
| -18.50% | 2024-03-07 | 2024-04-18 | 2024-05-15 | 29 | 19 |
| -17.76% | 2023-08-29 | 2023-10-30 | 2023-12-01 | 43 | 23 |
| -11.01% | 2024-11-04 | 2024-11-19 | 2024-11-26 | 11 | 5 |
| -9.17% | 2023-12-27 | 2024-01-17 | 2024-02-28 | 13 | 29 |
| -8.06% | 2024-12-09 | 2024-12-18 | 2025-01-13 | 7 | 15 |
| -2.56% | 2024-12-04 | 2024-12-05 | 2024-12-09 | 1 | 2 |
| -2.48% | 2025-01-27 | 2025-01-29 | 2025-01-30 | 2 | 1 |
| -1.79% | 2025-01-14 | 2025-01-15 | 2025-01-16 | 1 | 1 |
Worst depth first · lengths in trading days.