$34.12
+0.27 (+0.80%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.22% | Sharpe | 0.50 |
| Sortino | 0.71 |
| Beta | 1.25 | Correlation | 0.47 |
| Up capture | 130.18% | Down capture | 236.40% |
Relative Value shows 1.26 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −40.57% | Ulcer Index | 17.45 |
| MTD | 10.67% | QTD | 20.07% |
| YTD | −15.69% | Window (ann., 3.0y) | 12.81% |
| Skewness | −0.07 | Excess Kurtosis | 9.00 |
| Omega (θ=0) | 1.10 | Tail Ratio | 0.99 |
| Gain/Pain | 0.10 | Hit Rate | 53.47% |
| Win/Loss | 0.94 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.89% | -8.26% | -4.19% | -5.96% |
| CVaR (ES) | -6.22% | -10.83% | -5.27% | -6.84% |
| VaR (Cornish-Fisher) | — | — | -3.77% | -11.55% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.57% | 2026-03-02 | 2026-04-29 | ongoing | 41 | — |
| -29.61% | 2024-10-11 | 2025-04-04 | 2025-10-14 | 119 | 132 |
| -24.09% | 2024-03-13 | 2024-05-15 | 2024-10-09 | 44 | 101 |
| -12.41% | 2025-11-05 | 2025-11-20 | 2026-03-02 | 11 | 67 |
| -5.57% | 2023-12-05 | 2024-01-05 | 2024-01-11 | 21 | 4 |
| -4.16% | 2023-08-31 | 2023-09-12 | 2023-09-25 | 7 | 9 |
| -3.92% | 2024-01-12 | 2024-01-17 | 2024-01-30 | 2 | 9 |
| -3.42% | 2023-10-09 | 2023-10-16 | 2023-11-01 | 5 | 12 |
| -2.88% | 2023-11-13 | 2023-11-21 | 2023-11-27 | 6 | 3 |
| -2.43% | 2024-02-12 | 2024-02-13 | 2024-02-21 | 1 | 5 |
Worst depth first · lengths in trading days.