$39.92
+0.25 (+0.63%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.27% | Sharpe | 0.96 |
| Sortino | 1.56 |
| Beta | 0.86 | Correlation | 0.39 |
| Up capture | 136.18% | Down capture | 89.75% |
Relative Value shows 0.75 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.48% | Ulcer Index | 10.96 |
| MTD | −1.41% | QTD | −1.41% |
| YTD | 24.71% | Window (ann., 3.0y) | 30.86% |
| Skewness | 1.08 | Excess Kurtosis | 8.26 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.26 |
| Gain/Pain | 0.19 | Hit Rate | 48.13% |
| Win/Loss | 1.24 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.90% | -4.66% | -3.42% | -4.89% |
| CVaR (ES) | -4.21% | -6.41% | -4.32% | -5.62% |
| VaR (Cornish-Fisher) | — | — | -2.35% | -6.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.48% | 2024-11-06 | 2025-04-11 | 2025-12-10 | 106 | 167 |
| -21.68% | 2023-12-28 | 2024-04-17 | 2024-05-09 | 75 | 16 |
| -15.29% | 2026-02-17 | 2026-03-18 | 2026-05-07 | 21 | 35 |
| -13.79% | 2024-09-19 | 2024-10-07 | 2024-11-06 | 12 | 22 |
| -13.32% | 2023-08-28 | 2023-10-25 | 2023-12-04 | 41 | 27 |
| -12.60% | 2024-07-24 | 2024-08-05 | 2024-08-30 | 8 | 19 |
| -11.25% | 2024-05-14 | 2024-06-10 | 2024-07-11 | 18 | 21 |
| -8.79% | 2026-01-22 | 2026-01-28 | 2026-02-02 | 4 | 3 |
| -6.80% | 2026-07-16 | 2026-08-20 | ongoing | 25 | — |
| -6.04% | 2024-08-30 | 2024-09-11 | 2024-09-18 | 7 | 5 |
Worst depth first · lengths in trading days.