$36.53
-0.13 (-0.35%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.23% | Sharpe | 0.95 |
| Sortino | 1.46 |
| Beta | 0.43 | Correlation | 0.21 |
| Up capture | 81.70% | Down capture | −23.49% |
Relative Value shows 0.51 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.81% | Ulcer Index | 11.57 |
| MTD | −2.14% | QTD | 4.01% |
| YTD | 30.65% | Window (ann., 3.0y) | 24.58% |
| Skewness | 0.57 | Excess Kurtosis | 5.43 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.12 |
| Gain/Pain | 0.18 | Hit Rate | 51.80% |
| Win/Loss | 1.08 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.54% | -4.38% | -2.72% | -3.89% |
| CVaR (ES) | -3.60% | -5.29% | -3.44% | -4.47% |
| VaR (Cornish-Fisher) | — | — | -2.24% | -5.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.81% | 2025-07-14 | 2025-11-19 | 2026-06-26 | 91 | 147 |
| -22.78% | 2024-01-02 | 2024-04-18 | 2024-07-24 | 74 | 66 |
| -19.31% | 2025-02-19 | 2025-04-04 | 2025-05-08 | 32 | 23 |
| -13.17% | 2024-12-11 | 2025-01-10 | 2025-01-29 | 19 | 12 |
| -9.62% | 2024-07-25 | 2024-08-09 | 2024-09-19 | 11 | 28 |
| -8.36% | 2025-05-20 | 2025-06-05 | 2025-07-01 | 11 | 17 |
| -7.02% | 2024-09-20 | 2024-10-25 | 2024-11-05 | 25 | 7 |
| -6.87% | 2024-11-06 | 2024-11-18 | 2024-12-02 | 8 | 9 |
| -6.06% | 2023-09-01 | 2023-09-27 | 2023-10-16 | 17 | 13 |
| -4.87% | 2023-10-17 | 2023-10-23 | 2023-10-31 | 4 | 6 |
Worst depth first · lengths in trading days.