$31.25
+0.10 (+0.32%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.48% | Sharpe | 1.03 |
| Sortino | 1.63 |
| Beta | 0.75 | Correlation | 0.31 |
| Up capture | 111.98% | Down capture | 21.40% |
Relative Value shows 0.49 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.75% | Ulcer Index | 12.25 |
| MTD | −9.63% | QTD | −8.12% |
| YTD | 59.56% | Window (ann., 3.0y) | 30.32% |
| Skewness | 0.69 | Excess Kurtosis | 4.71 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.17 |
| Gain/Pain | 0.20 | Hit Rate | 50.67% |
| Win/Loss | 1.13 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.71% | -4.35% | -3.03% | -4.34% |
| CVaR (ES) | -3.87% | -5.84% | -3.84% | -4.99% |
| VaR (Cornish-Fisher) | — | — | -2.46% | -5.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.75% | 2024-11-11 | 2025-04-11 | 2025-12-18 | 103 | 173 |
| -27.90% | 2024-01-29 | 2024-04-17 | 2024-07-10 | 55 | 57 |
| -25.91% | 2023-08-30 | 2023-10-25 | 2023-12-14 | 39 | 35 |
| -13.61% | 2026-08-04 | 2026-08-19 | ongoing | 11 | — |
| -11.31% | 2026-02-06 | 2026-03-18 | 2026-03-27 | 27 | 7 |
| -10.56% | 2024-07-26 | 2024-08-05 | 2024-08-23 | 6 | 14 |
| -9.97% | 2023-12-27 | 2024-01-17 | 2024-01-29 | 13 | 8 |
| -8.70% | 2026-07-01 | 2026-07-08 | 2026-08-03 | 4 | 18 |
| -6.44% | 2024-09-19 | 2024-10-03 | 2024-10-16 | 10 | 9 |
| -5.47% | 2024-10-17 | 2024-11-04 | 2024-11-06 | 12 | 2 |
Worst depth first · lengths in trading days.