$36.26
+0.24 (+0.67%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.47% | Sharpe | 0.71 |
| Sortino | 1.04 |
| Beta | 0.40 | Correlation | 0.32 |
| Up capture | 68.64% | Down capture | 57.18% |
Relative Value shows 0.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −19.00% | Ulcer Index | 6.34 |
| MTD | −1.36% | QTD | 2.95% |
| YTD | −1.45% | Window (ann., 3.0y) | 15.31% |
| Skewness | −0.03 | Excess Kurtosis | 4.70 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.14 |
| Gain/Pain | 0.13 | Hit Rate | 51.87% |
| Win/Loss | 1.02 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.13% | -3.57% | -2.47% | -3.52% |
| CVaR (ES) | -3.24% | -5.50% | -3.11% | -4.04% |
| VaR (Cornish-Fisher) | — | — | -2.33% | -5.24% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -19.00% | 2023-09-15 | 2023-11-13 | 2023-12-18 | 41 | 24 |
| -16.62% | 2025-01-24 | 2025-04-08 | 2025-05-01 | 51 | 16 |
| -14.68% | 2025-12-05 | 2026-03-27 | ongoing | 76 | — |
| -11.45% | 2025-07-25 | 2025-10-01 | 2025-11-28 | 47 | 41 |
| -9.21% | 2024-11-06 | 2024-12-18 | 2025-01-17 | 29 | 19 |
| -7.99% | 2024-08-01 | 2024-08-05 | 2024-08-16 | 2 | 9 |
| -7.27% | 2023-12-19 | 2024-01-03 | 2024-01-11 | 9 | 6 |
| -7.23% | 2024-04-08 | 2024-04-17 | 2024-07-22 | 7 | 65 |
| -6.42% | 2024-02-23 | 2024-02-29 | 2024-03-07 | 4 | 5 |
| -5.67% | 2024-08-21 | 2024-09-06 | 2024-09-19 | 11 | 9 |
Worst depth first · lengths in trading days.