$53.43
+0.17 (+0.32%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.32% | Sharpe | 1.41 |
| Sortino | 2.22 |
| Beta | 0.62 | Correlation | 0.34 |
| Up capture | 100.94% | Down capture | −67.41% |
Relative Value shows 0.77 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −20.99% | Ulcer Index | 5.77 |
| MTD | −7.65% | QTD | −12.03% |
| YTD | 24.53% | Window (ann., 3.0y) | 39.62% |
| Skewness | 0.66 | Excess Kurtosis | 5.53 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.20 |
| Gain/Pain | 0.28 | Hit Rate | 54.27% |
| Win/Loss | 1.07 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.27% | -4.38% | -2.58% | -3.71% |
| CVaR (ES) | -3.46% | -4.93% | -3.27% | -4.27% |
| VaR (Cornish-Fisher) | — | — | -2.07% | -4.78% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.99% | 2025-02-28 | 2025-04-07 | 2025-05-27 | 26 | 34 |
| -16.68% | 2024-07-23 | 2024-08-05 | 2024-10-10 | 9 | 47 |
| -16.14% | 2023-08-30 | 2023-10-03 | 2023-11-14 | 23 | 30 |
| -14.14% | 2026-06-24 | 2026-08-20 | ongoing | 40 | — |
| -12.62% | 2024-01-08 | 2024-02-14 | 2024-02-23 | 26 | 6 |
| -12.42% | 2025-09-11 | 2025-10-29 | 2026-01-27 | 34 | 60 |
| -8.49% | 2025-07-23 | 2025-08-01 | 2025-08-11 | 7 | 6 |
| -8.10% | 2024-05-21 | 2024-06-20 | 2024-07-11 | 20 | 14 |
| -7.62% | 2026-04-20 | 2026-05-13 | 2026-05-28 | 17 | 10 |
| -6.61% | 2026-02-26 | 2026-03-09 | 2026-04-01 | 7 | 17 |
Worst depth first · lengths in trading days.