$52.30
+0.78 (+1.51%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.34% | Sharpe | 0.77 |
| Sortino | 1.09 |
| Beta | 1.33 | Correlation | 0.56 |
| Up capture | 125.45% | Down capture | 160.71% |
Relative Value shows 1.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.37% | Ulcer Index | 12.92 |
| MTD | 8.06% | QTD | 16.61% |
| YTD | 1.91% | Window (ann., 3.0y) | 20.41% |
| Skewness | −0.25 | Excess Kurtosis | 1.71 |
| Omega (θ=0) | 1.14 | Tail Ratio | 0.91 |
| Gain/Pain | 0.14 | Hit Rate | 51.00% |
| Win/Loss | 1.07 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.27% | -5.29% | -3.05% | -4.35% |
| CVaR (ES) | -4.44% | -6.51% | -3.85% | -5.00% |
| VaR (Cornish-Fisher) | — | — | -3.12% | -5.43% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.37% | 2025-07-24 | 2026-03-24 | ongoing | 167 | — |
| -29.54% | 2025-01-29 | 2025-04-08 | 2025-07-17 | 48 | 68 |
| -20.47% | 2023-09-15 | 2023-10-31 | 2023-12-01 | 32 | 22 |
| -12.04% | 2024-12-11 | 2025-01-13 | 2025-01-24 | 20 | 8 |
| -11.72% | 2024-03-21 | 2024-06-11 | 2024-07-22 | 56 | 27 |
| -11.57% | 2024-07-31 | 2024-08-07 | 2024-09-11 | 5 | 24 |
| -6.41% | 2023-12-27 | 2024-01-17 | 2024-01-26 | 13 | 7 |
| -4.84% | 2024-11-11 | 2024-11-20 | 2024-11-26 | 7 | 4 |
| -4.61% | 2024-03-07 | 2024-03-18 | 2024-03-21 | 7 | 3 |
| -4.58% | 2024-01-29 | 2024-02-13 | 2024-02-15 | 11 | 2 |
Worst depth first · lengths in trading days.