$53.96
-0.20 (-0.37%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2020-12-21 — the price history has a 3385-day gap before it.
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.63% | Sharpe | 0.20 |
| Sortino | 0.29 |
| Beta | 0.87 | Correlation | 0.39 |
| Up capture | 55.27% | Down capture | 140.00% |
Relative Value shows 0.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.51% | Ulcer Index | 12.99 |
| MTD | −1.60% | QTD | −3.97% |
| YTD | −16.91% | Window (ann., 3.0y) | 1.74% |
| Skewness | 0.54 | Excess Kurtosis | 7.73 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.00 |
| Gain/Pain | 0.03 | Hit Rate | 49.73% |
| Win/Loss | 1.04 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.39% | -3.86% | -2.64% | -3.74% |
| CVaR (ES) | -3.29% | -5.05% | -3.31% | -4.28% |
| VaR (Cornish-Fisher) | — | — | -2.13% | -5.83% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.51% | 2024-11-11 | 2025-08-06 | ongoing | 182 | — |
| -25.53% | 2023-08-30 | 2023-10-27 | 2024-04-18 | 41 | 117 |
| -10.64% | 2024-09-13 | 2024-11-01 | 2024-11-11 | 35 | 6 |
| -7.12% | 2024-05-09 | 2024-05-29 | 2024-07-16 | 13 | 32 |
| -3.89% | 2024-07-23 | 2024-08-05 | 2024-08-08 | 9 | 3 |
| -3.68% | 2024-09-03 | 2024-09-11 | 2024-09-13 | 6 | 2 |
| -2.31% | 2024-08-19 | 2024-08-22 | 2024-09-03 | 3 | 7 |
| -1.91% | 2024-07-16 | 2024-07-19 | 2024-07-23 | 3 | 2 |
| -1.91% | 2024-04-22 | 2024-04-25 | 2024-04-30 | 3 | 3 |
| -1.83% | 2024-05-07 | 2024-05-08 | 2024-05-09 | 1 | 1 |
Worst depth first · lengths in trading days.