$37.57
-0.66 (-1.73%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.34% | Sharpe | 0.54 |
| Sortino | 0.77 |
| Beta | 0.17 | Correlation | 0.12 |
| Up capture | 33.66% | Down capture | −2.15% |
Relative Value shows 0.23 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −14.01% | Ulcer Index | 6.05 |
| MTD | −7.12% | QTD | −8.16% |
| YTD | −0.18% | Window (ann., 3.0y) | 9.29% |
| Skewness | −0.09 | Excess Kurtosis | 2.02 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.03 |
| Gain/Pain | 0.09 | Hit Rate | 50.60% |
| Win/Loss | 1.05 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.99% | -3.72% | -2.06% | -2.94% |
| CVaR (ES) | -2.93% | -4.20% | -2.60% | -3.37% |
| VaR (Cornish-Fisher) | — | — | -2.04% | -3.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -14.01% | 2025-04-02 | 2025-09-16 | 2025-11-11 | 114 | 40 |
| -11.63% | 2024-01-08 | 2024-02-14 | 2024-05-01 | 26 | 54 |
| -11.57% | 2024-05-16 | 2024-07-08 | 2024-07-23 | 34 | 11 |
| -11.45% | 2026-06-12 | 2026-08-21 | ongoing | 47 | — |
| -10.95% | 2023-09-15 | 2023-10-02 | 2023-11-03 | 11 | 24 |
| -9.89% | 2026-02-13 | 2026-03-20 | 2026-06-05 | 24 | 53 |
| -9.17% | 2024-11-25 | 2025-01-10 | 2025-02-26 | 30 | 31 |
| -9.07% | 2025-11-26 | 2025-12-19 | 2026-02-03 | 16 | 29 |
| -7.04% | 2024-08-02 | 2024-11-04 | 2024-11-25 | 65 | 15 |
| -4.97% | 2023-11-03 | 2023-11-13 | 2023-11-15 | 6 | 2 |
Worst depth first · lengths in trading days.