$32.27
+0.02 (+0.06%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.85% | Sharpe | 0.76 |
| Sortino | 1.16 |
| Beta | 1.12 | Correlation | 0.46 |
| Up capture | 132.16% | Down capture | 144.88% |
Relative Value shows 1.02 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.64% | Ulcer Index | 12.58 |
| MTD | −2.03% | QTD | −3.50% |
| YTD | 24.71% | Window (ann., 3.0y) | 22.47% |
| Skewness | 0.45 | Excess Kurtosis | 4.23 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.17 |
| Gain/Pain | 0.14 | Hit Rate | 50.13% |
| Win/Loss | 1.10 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.04% | -5.87% | -3.51% | -5.00% |
| CVaR (ES) | -4.61% | -7.19% | -4.42% | -5.75% |
| VaR (Cornish-Fisher) | — | — | -3.03% | -6.29% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.64% | 2024-01-29 | 2024-06-14 | 2024-07-23 | 96 | 25 |
| -26.41% | 2024-11-25 | 2025-04-11 | 2025-12-18 | 93 | 173 |
| -19.91% | 2023-09-01 | 2023-10-27 | 2023-11-20 | 39 | 16 |
| -14.73% | 2024-07-26 | 2024-08-12 | 2024-08-23 | 11 | 9 |
| -11.00% | 2026-01-22 | 2026-03-12 | 2026-04-17 | 34 | 25 |
| -9.52% | 2024-10-17 | 2024-11-04 | 2024-11-06 | 12 | 2 |
| -8.13% | 2025-12-18 | 2026-01-13 | 2026-01-21 | 16 | 5 |
| -7.94% | 2026-07-16 | 2026-07-23 | ongoing | 5 | — |
| -7.70% | 2024-09-19 | 2024-10-01 | 2024-10-15 | 8 | 10 |
| -7.15% | 2023-12-26 | 2024-01-03 | 2024-01-29 | 5 | 17 |
Worst depth first · lengths in trading days.