$344.28
+1.39 (+0.41%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.94% | Sharpe | 0.17 |
| Sortino | 0.24 |
| Beta | 0.30 | Correlation | 0.11 |
| Up capture | 13.81% | Down capture | 1.68% |
Relative Value shows 0.51 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.55% | Ulcer Index | 17.07 |
| MTD | 3.23% | QTD | −18.63% |
| YTD | −14.55% | Window (ann., 3.0y) | −0.03% |
| Skewness | −0.27 | Excess Kurtosis | 1.21 |
| Omega (θ=0) | 1.03 | Tail Ratio | 0.96 |
| Gain/Pain | 0.03 | Hit Rate | 52.93% |
| Win/Loss | 0.91 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.46% | -5.34% | -3.49% | -4.95% |
| CVaR (ES) | -4.83% | -7.17% | -4.39% | -5.67% |
| VaR (Cornish-Fisher) | — | — | -3.60% | -5.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.55% | 2025-10-02 | 2026-07-30 | ongoing | 203 | — |
| -30.02% | 2023-12-08 | 2025-03-13 | 2025-06-16 | 314 | 65 |
| -19.21% | 2025-06-18 | 2025-07-08 | 2025-08-25 | 12 | 34 |
| -5.57% | 2023-10-19 | 2023-10-30 | 2023-11-03 | 7 | 4 |
| -5.26% | 2023-08-30 | 2023-09-13 | 2023-09-15 | 9 | 2 |
| -4.87% | 2025-09-11 | 2025-09-12 | 2025-09-18 | 1 | 4 |
| -4.83% | 2025-09-18 | 2025-09-24 | 2025-10-02 | 4 | 6 |
| -4.83% | 2023-09-15 | 2023-09-26 | 2023-09-28 | 7 | 2 |
| -3.99% | 2023-10-11 | 2023-10-12 | 2023-10-19 | 1 | 5 |
| -3.80% | 2023-11-14 | 2023-11-16 | 2023-12-08 | 2 | 15 |
Worst depth first · lengths in trading days.