$36.36
-0.10 (-0.27%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.32% | Sharpe | 0.70 |
| Sortino | 0.99 |
| Beta | 0.20 | Correlation | 0.08 |
| Up capture | 72.70% | Down capture | 0.05% |
Relative Value shows 0.61 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.37% | Ulcer Index | 15.81 |
| MTD | 1.56% | QTD | 7.16% |
| YTD | −1.12% | Window (ann., 3.0y) | 17.77% |
| Skewness | −0.31 | Excess Kurtosis | 2.19 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.03 |
| Gain/Pain | 0.12 | Hit Rate | 52.93% |
| Win/Loss | 0.98 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.04% | -4.59% | -3.06% | -4.36% |
| CVaR (ES) | -4.23% | -6.36% | -3.86% | -5.01% |
| VaR (Cornish-Fisher) | — | — | -3.14% | -5.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.37% | 2024-11-22 | 2025-01-31 | 2026-02-27 | 45 | 269 |
| -24.92% | 2026-03-05 | 2026-07-10 | ongoing | 84 | — |
| -18.27% | 2023-10-17 | 2024-02-14 | 2024-03-27 | 82 | 29 |
| -9.64% | 2024-07-30 | 2024-08-05 | 2024-08-16 | 4 | 9 |
| -9.16% | 2024-05-31 | 2024-06-18 | 2024-07-15 | 12 | 17 |
| -8.76% | 2024-10-24 | 2024-11-01 | 2024-11-07 | 6 | 4 |
| -7.10% | 2023-09-28 | 2023-10-04 | 2023-10-12 | 4 | 6 |
| -6.86% | 2024-04-10 | 2024-05-01 | 2024-05-21 | 15 | 14 |
| -6.54% | 2023-09-12 | 2023-09-21 | 2023-09-28 | 7 | 5 |
| -6.09% | 2024-10-11 | 2024-10-15 | 2024-10-24 | 2 | 7 |
Worst depth first · lengths in trading days.