$33.84
+0.06 (+0.18%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.38% | Sharpe | 0.97 |
| Sortino | 1.54 |
| Beta | 0.61 | Correlation | 0.31 |
| Up capture | 101.18% | Down capture | 32.99% |
Relative Value shows 0.61 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.75% | Ulcer Index | 12.07 |
| MTD | −3.59% | QTD | 0.39% |
| YTD | 30.96% | Window (ann., 3.0y) | 27.11% |
| Skewness | 0.75 | Excess Kurtosis | 5.53 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.23 |
| Gain/Pain | 0.19 | Hit Rate | 50.13% |
| Win/Loss | 1.16 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.50% | -4.81% | -2.93% | -4.19% |
| CVaR (ES) | -3.74% | -5.85% | -3.71% | -4.82% |
| VaR (Cornish-Fisher) | — | — | -2.31% | -5.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.75% | 2024-11-06 | 2025-04-04 | 2026-02-02 | 101 | 207 |
| -21.73% | 2023-12-26 | 2024-04-17 | 2024-07-16 | 77 | 61 |
| -16.56% | 2024-07-25 | 2024-08-12 | 2024-10-28 | 12 | 54 |
| -9.46% | 2026-02-20 | 2026-03-11 | 2026-04-06 | 13 | 17 |
| -7.11% | 2023-09-01 | 2023-10-20 | 2023-11-02 | 34 | 9 |
| -6.25% | 2026-04-17 | 2026-05-15 | 2026-06-08 | 20 | 15 |
| -5.43% | 2026-08-04 | 2026-08-20 | ongoing | 12 | — |
| -4.04% | 2026-07-16 | 2026-07-22 | 2026-07-28 | 4 | 4 |
| -3.97% | 2023-11-14 | 2023-11-30 | 2023-12-13 | 11 | 9 |
| -3.93% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
Worst depth first · lengths in trading days.