$40.12
-0.26 (-0.64%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.61% | Sharpe | 0.22 |
| Sortino | 0.30 |
| Beta | 1.07 | Correlation | 0.31 |
| Up capture | 60.68% | Down capture | 133.01% |
Relative Value shows 1.23 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −48.58% | Ulcer Index | 25.00 |
| MTD | 11.75% | QTD | 7.50% |
| YTD | −24.20% | Window (ann., 3.0y) | −0.01% |
| Skewness | −1.28 | Excess Kurtosis | 14.89 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.04 |
| Gain/Pain | 0.04 | Hit Rate | 51.07% |
| Win/Loss | 0.99 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.87% | -6.13% | -4.48% | -6.35% |
| CVaR (ES) | -6.25% | -12.33% | -5.63% | -7.28% |
| VaR (Cornish-Fisher) | — | — | -4.57% | -16.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.58% | 2025-10-31 | 2026-07-30 | ongoing | 182 | — |
| -42.17% | 2023-09-06 | 2024-04-30 | 2025-06-06 | 163 | 276 |
| -9.85% | 2025-09-18 | 2025-10-10 | 2025-10-30 | 16 | 14 |
| -7.14% | 2025-07-03 | 2025-07-15 | 2025-07-22 | 7 | 5 |
| -4.32% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -4.11% | 2025-08-13 | 2025-08-19 | 2025-08-26 | 4 | 5 |
| -3.96% | 2025-08-28 | 2025-09-03 | 2025-09-08 | 3 | 3 |
| -3.08% | 2025-09-11 | 2025-09-17 | 2025-09-18 | 4 | 1 |
| -2.90% | 2025-06-09 | 2025-06-17 | 2025-06-23 | 6 | 3 |
| -1.69% | 2025-08-04 | 2025-08-05 | 2025-08-12 | 1 | 5 |
Worst depth first · lengths in trading days.