$36.20
+0.70 (+1.97%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.61% | Sharpe | 0.44 |
| Sortino | 0.68 |
| Beta | 1.06 | Correlation | 0.52 |
| Up capture | 87.91% | Down capture | 148.37% |
Relative Value shows 1.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −38.39% | Ulcer Index | 18.42 |
| MTD | 1.09% | QTD | 5.79% |
| YTD | 12.04% | Window (ann., 3.0y) | 9.13% |
| Skewness | 0.80 | Excess Kurtosis | 4.44 |
| Omega (θ=0) | 1.08 | Tail Ratio | 0.95 |
| Gain/Pain | 0.08 | Hit Rate | 51.40% |
| Win/Loss | 1.00 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.86% | -4.22% | -3.02% | -4.29% |
| CVaR (ES) | -3.70% | -5.12% | -3.80% | -4.92% |
| VaR (Cornish-Fisher) | — | — | -2.40% | -4.67% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.39% | 2024-11-25 | 2026-03-20 | ongoing | 328 | — |
| -10.68% | 2023-08-30 | 2023-10-27 | 2023-11-02 | 41 | 4 |
| -10.51% | 2023-12-28 | 2024-02-13 | 2024-03-27 | 31 | 30 |
| -10.26% | 2024-04-01 | 2024-04-19 | 2024-05-02 | 14 | 9 |
| -8.73% | 2024-08-01 | 2024-08-07 | 2024-09-19 | 4 | 30 |
| -7.77% | 2024-05-14 | 2024-07-01 | 2024-08-01 | 32 | 22 |
| -6.28% | 2024-09-26 | 2024-10-22 | 2024-10-30 | 18 | 6 |
| -4.53% | 2024-11-14 | 2024-11-19 | 2024-11-25 | 3 | 4 |
| -3.18% | 2024-09-19 | 2024-09-25 | 2024-09-26 | 4 | 1 |
| -1.82% | 2023-12-19 | 2023-12-20 | 2023-12-22 | 1 | 2 |
Worst depth first · lengths in trading days.