$368.51
+7.99 (+2.22%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.50% | Sharpe | 0.46 |
| Sortino | 0.71 |
| Beta | 1.54 | Correlation | 0.55 |
| Up capture | 130.88% | Down capture | 235.10% |
Relative Value shows 1.58 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −52.67% | Ulcer Index | 26.79 |
| MTD | 25.42% | QTD | 39.98% |
| YTD | 51.76% | Window (ann., 3.0y) | 11.27% |
| Skewness | 1.24 | Excess Kurtosis | 17.70 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.16 |
| Gain/Pain | 0.09 | Hit Rate | 50.67% |
| Win/Loss | 1.06 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.20% | -6.39% | -4.33% | -6.15% |
| CVaR (ES) | -5.57% | -10.05% | -5.44% | -7.06% |
| VaR (Cornish-Fisher) | — | — | -2.35% | -13.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.67% | 2025-01-23 | 2026-03-30 | ongoing | 296 | — |
| -29.06% | 2023-08-30 | 2023-11-01 | 2024-02-15 | 44 | 72 |
| -12.44% | 2024-04-09 | 2024-04-19 | 2024-04-30 | 8 | 7 |
| -10.40% | 2024-07-31 | 2024-08-07 | 2024-08-23 | 5 | 12 |
| -9.71% | 2024-05-24 | 2024-06-18 | 2024-07-11 | 16 | 15 |
| -8.77% | 2024-08-23 | 2024-09-06 | 2024-09-17 | 9 | 7 |
| -7.34% | 2024-12-04 | 2025-01-13 | 2025-01-21 | 25 | 5 |
| -5.15% | 2024-11-11 | 2024-11-19 | 2024-11-27 | 6 | 6 |
| -4.66% | 2024-10-14 | 2024-10-25 | 2024-10-29 | 9 | 2 |
| -4.26% | 2024-07-16 | 2024-07-19 | 2024-07-30 | 3 | 7 |
Worst depth first · lengths in trading days.