$32.77
+0.18 (+0.55%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.91% | Sharpe | 0.90 |
| Sortino | 1.35 |
| Beta | 1.05 | Correlation | 0.52 |
| Up capture | 129.95% | Down capture | 143.44% |
Relative Value shows 0.68 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.44% | Ulcer Index | 11.51 |
| MTD | −1.50% | QTD | 5.37% |
| YTD | 47.85% | Window (ann., 3.0y) | 25.66% |
| Skewness | 0.13 | Excess Kurtosis | 7.70 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.07 |
| Gain/Pain | 0.18 | Hit Rate | 51.47% |
| Win/Loss | 1.08 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.74% | -4.58% | -3.09% | -4.42% |
| CVaR (ES) | -4.18% | -6.98% | -3.91% | -5.08% |
| VaR (Cornish-Fisher) | — | — | -2.72% | -7.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.44% | 2024-10-17 | 2025-04-11 | 2025-12-11 | 120 | 168 |
| -24.13% | 2024-01-30 | 2024-06-21 | 2024-10-16 | 99 | 81 |
| -13.60% | 2023-09-01 | 2023-10-30 | 2023-12-13 | 40 | 31 |
| -10.75% | 2026-02-04 | 2026-03-18 | 2026-04-27 | 29 | 27 |
| -9.60% | 2023-12-27 | 2024-01-16 | 2024-01-25 | 12 | 7 |
| -7.05% | 2025-12-11 | 2025-12-29 | 2026-01-05 | 11 | 4 |
| -4.60% | 2026-01-22 | 2026-01-23 | 2026-02-02 | 1 | 6 |
| -4.48% | 2026-08-04 | 2026-08-20 | ongoing | 12 | — |
| -3.87% | 2026-07-01 | 2026-07-08 | 2026-07-15 | 4 | 5 |
| -3.11% | 2026-01-15 | 2026-01-20 | 2026-01-21 | 2 | 1 |
Worst depth first · lengths in trading days.