$31.80
-0.48 (-1.49%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.94% | Sharpe | 1.14 |
| Sortino | 1.66 |
| Beta | 0.90 | Correlation | 0.35 |
| Up capture | 114.14% | Down capture | −57.67% |
Relative Value shows 0.85 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.31% | Ulcer Index | 11.65 |
| MTD | −10.49% | QTD | −21.37% |
| YTD | 24.61% | Window (ann., 3.0y) | 40.71% |
| Skewness | −0.13 | Excess Kurtosis | 3.39 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.00 |
| Gain/Pain | 0.22 | Hit Rate | 53.73% |
| Win/Loss | 1.03 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.56% | -5.85% | -3.56% | -5.10% |
| CVaR (ES) | -5.18% | -7.76% | -4.51% | -5.87% |
| VaR (Cornish-Fisher) | — | — | -3.49% | -7.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.31% | 2025-01-21 | 2025-04-08 | 2026-01-30 | 54 | 204 |
| -24.35% | 2024-07-22 | 2024-08-05 | 2024-11-11 | 10 | 69 |
| -23.70% | 2026-06-26 | 2026-08-21 | ongoing | 39 | — |
| -16.85% | 2026-05-05 | 2026-06-01 | 2026-06-25 | 18 | 14 |
| -13.23% | 2024-05-20 | 2024-06-14 | 2024-07-11 | 18 | 17 |
| -10.84% | 2024-12-11 | 2024-12-18 | 2025-01-13 | 5 | 15 |
| -10.15% | 2024-04-05 | 2024-04-18 | 2024-05-20 | 9 | 22 |
| -9.67% | 2023-09-27 | 2023-10-04 | 2023-11-02 | 5 | 21 |
| -9.25% | 2023-12-19 | 2024-01-11 | 2024-01-25 | 15 | 9 |
| -7.86% | 2026-03-04 | 2026-04-01 | 2026-04-24 | 20 | 16 |
Worst depth first · lengths in trading days.