$44.40
+0.43 (+0.98%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.60% | Sharpe | 0.43 |
| Sortino | 0.66 |
| Beta | 0.37 | Correlation | 0.15 |
| Up capture | 39.78% | Down capture | −10.94% |
Relative Value shows 0.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −38.77% | Ulcer Index | 19.92 |
| MTD | 3.14% | QTD | 0.14% |
| YTD | 38.10% | Window (ann., 3.0y) | 8.98% |
| Skewness | 0.53 | Excess Kurtosis | 5.61 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.09 |
| Gain/Pain | 0.08 | Hit Rate | 48.80% |
| Win/Loss | 1.11 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.81% | -4.12% | -3.22% | -4.58% |
| CVaR (ES) | -4.03% | -6.52% | -4.05% | -5.25% |
| VaR (Cornish-Fisher) | — | — | -2.69% | -6.20% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.77% | 2024-05-15 | 2025-10-13 | ongoing | 353 | — |
| -16.95% | 2023-09-18 | 2023-11-29 | 2023-12-13 | 51 | 10 |
| -10.69% | 2024-03-01 | 2024-04-18 | 2024-05-09 | 33 | 15 |
| -8.83% | 2024-01-03 | 2024-02-05 | 2024-02-09 | 22 | 4 |
| -7.29% | 2023-08-30 | 2023-09-12 | 2023-09-15 | 8 | 3 |
| -3.14% | 2024-02-12 | 2024-02-13 | 2024-02-15 | 1 | 2 |
| -1.90% | 2024-02-15 | 2024-02-21 | 2024-02-28 | 3 | 5 |
| -1.72% | 2023-12-15 | 2023-12-18 | 2023-12-19 | 1 | 1 |
| -1.42% | 2023-12-27 | 2023-12-29 | 2024-01-03 | 2 | 2 |
| -1.08% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
Worst depth first · lengths in trading days.