$37.43
-0.07 (-0.19%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.78% | Sharpe | 1.21 |
| Sortino | 1.85 |
| Beta | 0.87 | Correlation | 0.42 |
| Up capture | 145.92% | Down capture | 95.52% |
Relative Value shows 0.82 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −25.22% | Ulcer Index | 7.99 |
| MTD | −5.00% | QTD | −2.02% |
| YTD | 22.19% | Window (ann., 3.0y) | 35.65% |
| Skewness | 0.33 | Excess Kurtosis | 5.97 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.27 |
| Gain/Pain | 0.24 | Hit Rate | 52.74% |
| Win/Loss | 1.07 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.37% | -4.78% | -2.84% | -4.08% |
| CVaR (ES) | -3.84% | -6.29% | -3.60% | -4.69% |
| VaR (Cornish-Fisher) | — | — | -2.45% | -6.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -25.22% | 2024-11-25 | 2025-04-04 | 2025-12-10 | 88 | 172 |
| -11.38% | 2023-09-01 | 2023-10-24 | 2023-11-14 | 36 | 15 |
| -10.99% | 2026-02-06 | 2026-03-18 | 2026-04-17 | 27 | 21 |
| -10.20% | 2024-10-17 | 2024-10-30 | 2024-11-06 | 9 | 5 |
| -9.10% | 2023-12-26 | 2024-02-13 | 2024-04-23 | 33 | 48 |
| -7.67% | 2024-05-17 | 2024-06-04 | 2024-07-01 | 11 | 18 |
| -7.23% | 2026-08-04 | 2026-08-19 | ongoing | 11 | — |
| -6.56% | 2024-09-03 | 2024-09-11 | 2024-09-17 | 6 | 4 |
| -6.23% | 2025-12-18 | 2026-01-13 | 2026-02-03 | 16 | 14 |
| -5.83% | 2024-07-31 | 2024-08-07 | 2024-08-16 | 5 | 7 |
Worst depth first · lengths in trading days.