$343.26
+1.06 (+0.31%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.92% | Sharpe | 1.21 |
| Sortino | 1.83 |
| Beta | 0.62 | Correlation | 0.27 |
| Up capture | 97.05% | Down capture | −94.14% |
Relative Value shows 0.86 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.59% | Ulcer Index | 7.06 |
| MTD | −4.85% | QTD | −19.32% |
| YTD | 13.74% | Window (ann., 3.0y) | 40.82% |
| Skewness | −0.06 | Excess Kurtosis | 12.43 |
| Omega (θ=0) | 1.26 | Tail Ratio | 1.16 |
| Gain/Pain | 0.26 | Hit Rate | 53.60% |
| Win/Loss | 1.09 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.56% | -4.76% | -3.25% | -4.67% |
| CVaR (ES) | -4.48% | -8.13% | -4.12% | -5.37% |
| VaR (Cornish-Fisher) | — | — | -2.77% | -10.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.59% | 2026-06-25 | 2026-08-20 | ongoing | 39 | — |
| -19.31% | 2025-02-07 | 2025-04-04 | 2025-05-05 | 39 | 20 |
| -18.96% | 2024-07-16 | 2024-07-30 | 2024-11-26 | 10 | 84 |
| -15.17% | 2026-04-14 | 2026-06-01 | 2026-06-16 | 33 | 8 |
| -15.16% | 2026-03-02 | 2026-03-30 | 2026-04-14 | 20 | 10 |
| -11.14% | 2024-11-26 | 2024-12-31 | 2025-01-16 | 23 | 10 |
| -10.71% | 2025-07-30 | 2025-09-09 | 2025-10-24 | 28 | 33 |
| -8.81% | 2023-10-17 | 2023-10-27 | 2023-11-03 | 8 | 5 |
| -8.09% | 2024-05-31 | 2024-07-01 | 2024-07-16 | 20 | 10 |
| -8.01% | 2024-04-05 | 2024-04-15 | 2024-04-30 | 6 | 11 |
Worst depth first · lengths in trading days.