$341.99
+0.84 (+0.25%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.83% | Sharpe | 0.92 |
| Sortino | 1.32 |
| Beta | −0.02 | Correlation | −0.01 |
| Up capture | 74.89% | Down capture | 13.45% |
Relative Value shows 0.28 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.39% | Ulcer Index | 9.27 |
| MTD | 1.81% | QTD | 30.85% |
| YTD | 4.42% | Window (ann., 3.0y) | 20.79% |
| Skewness | −0.71 | Excess Kurtosis | 14.99 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.18 |
| Gain/Pain | 0.19 | Hit Rate | 51.60% |
| Win/Loss | 1.11 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.85% | -3.39% | -2.38% | -3.40% |
| CVaR (ES) | -3.28% | -6.41% | -3.01% | -3.91% |
| VaR (Cornish-Fisher) | — | — | -2.22% | -9.16% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.39% | 2025-10-07 | 2026-05-13 | ongoing | 150 | — |
| -12.94% | 2025-03-27 | 2025-06-11 | 2025-08-22 | 52 | 50 |
| -9.76% | 2024-02-23 | 2024-05-29 | 2024-07-25 | 66 | 39 |
| -7.54% | 2024-12-04 | 2025-01-06 | 2025-02-25 | 21 | 33 |
| -6.25% | 2025-03-03 | 2025-03-13 | 2025-03-27 | 8 | 10 |
| -5.49% | 2023-10-17 | 2023-10-23 | 2023-10-26 | 4 | 3 |
| -4.88% | 2023-12-13 | 2023-12-20 | 2024-01-11 | 5 | 14 |
| -4.19% | 2024-10-01 | 2024-10-07 | 2024-10-31 | 4 | 18 |
| -4.06% | 2025-08-22 | 2025-09-02 | 2025-09-11 | 6 | 7 |
| -3.54% | 2024-07-30 | 2024-08-05 | 2024-08-22 | 4 | 13 |
Worst depth first · lengths in trading days.