$34.60
+0.08 (+0.23%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.94% | Sharpe | 0.94 |
| Sortino | 1.42 |
| Beta | 0.72 | Correlation | 0.32 |
| Up capture | 103.49% | Down capture | 42.17% |
Relative Value shows 0.39 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.46% | Ulcer Index | 13.92 |
| MTD | −2.70% | QTD | 5.58% |
| YTD | 39.57% | Window (ann., 3.0y) | 25.54% |
| Skewness | 0.02 | Excess Kurtosis | 4.23 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.18 |
| Gain/Pain | 0.20 | Hit Rate | 46.67% |
| Win/Loss | 1.12 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.60% | -4.53% | -2.89% | -4.13% |
| CVaR (ES) | -4.08% | -6.75% | -3.65% | -4.75% |
| VaR (Cornish-Fisher) | — | — | -2.72% | -5.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.46% | 2024-11-08 | 2025-04-04 | 2026-01-21 | 99 | 199 |
| -19.74% | 2024-01-26 | 2024-06-26 | 2024-08-06 | 104 | 28 |
| -19.71% | 2023-08-28 | 2023-11-01 | 2023-12-20 | 46 | 34 |
| -19.45% | 2026-02-06 | 2026-05-06 | 2026-07-16 | 61 | 45 |
| -6.58% | 2024-09-12 | 2024-09-24 | 2024-10-10 | 8 | 12 |
| -6.16% | 2024-10-22 | 2024-10-30 | 2024-11-06 | 6 | 5 |
| -5.90% | 2024-08-06 | 2024-08-26 | 2024-09-09 | 14 | 9 |
| -4.93% | 2026-07-29 | 2026-08-20 | ongoing | 16 | — |
| -3.50% | 2024-09-09 | 2024-09-10 | 2024-09-11 | 1 | 1 |
| -2.72% | 2026-01-21 | 2026-01-28 | 2026-02-02 | 5 | 3 |
Worst depth first · lengths in trading days.