$375.57
+5.67 (+1.53%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.97% | Sharpe | 1.05 |
| Sortino | 1.68 |
| Beta | 0.93 | Correlation | 0.42 |
| Up capture | 97.09% | Down capture | 9.09% |
Relative Value shows 1.12 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −19.54% | Ulcer Index | 7.16 |
| MTD | 8.61% | QTD | −4.06% |
| YTD | 36.56% | Window (ann., 3.0y) | 27.98% |
| Skewness | 0.74 | Excess Kurtosis | 5.93 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.11 |
| Gain/Pain | 0.21 | Hit Rate | 51.80% |
| Win/Loss | 1.12 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.39% | -3.84% | -2.68% | -3.84% |
| CVaR (ES) | -3.33% | -5.35% | -3.39% | -4.42% |
| VaR (Cornish-Fisher) | — | — | -2.10% | -4.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -19.54% | 2025-02-11 | 2025-04-08 | 2025-05-08 | 39 | 21 |
| -19.18% | 2024-05-15 | 2024-07-09 | 2024-11-25 | 36 | 98 |
| -15.45% | 2026-02-12 | 2026-03-30 | 2026-06-16 | 31 | 51 |
| -14.13% | 2026-06-30 | 2026-07-29 | 2026-08-07 | 20 | 7 |
| -11.82% | 2024-12-11 | 2025-01-10 | 2025-02-11 | 19 | 21 |
| -10.44% | 2023-08-30 | 2023-10-27 | 2023-11-03 | 41 | 5 |
| -9.94% | 2024-02-12 | 2024-02-22 | 2024-05-15 | 7 | 58 |
| -7.81% | 2023-12-26 | 2024-01-09 | 2024-02-08 | 9 | 21 |
| -7.80% | 2025-09-18 | 2025-11-06 | 2026-01-08 | 35 | 42 |
| -5.69% | 2026-08-07 | 2026-08-20 | ongoing | 9 | — |
Worst depth first · lengths in trading days.