$40.89
-0.29 (-0.70%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.72% | Sharpe | 0.31 |
| Sortino | 0.45 |
| Beta | 1.25 | Correlation | 0.61 |
| Up capture | 87.53% | Down capture | 189.48% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.95% | Ulcer Index | 17.49 |
| MTD | −1.37% | QTD | 4.20% |
| YTD | 18.39% | Window (ann., 3.0y) | 4.63% |
| Skewness | −0.01 | Excess Kurtosis | 1.63 |
| Omega (θ=0) | 1.05 | Tail Ratio | 0.98 |
| Gain/Pain | 0.05 | Hit Rate | 50.80% |
| Win/Loss | 1.01 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.40% | -3.92% | -2.43% | -3.45% |
| CVaR (ES) | -3.36% | -4.81% | -3.05% | -3.95% |
| VaR (Cornish-Fisher) | — | — | -2.38% | -4.03% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.95% | 2024-09-16 | 2025-04-08 | ongoing | 140 | — |
| -20.24% | 2023-08-30 | 2023-10-25 | 2023-12-04 | 39 | 27 |
| -15.08% | 2024-01-02 | 2024-05-29 | 2024-07-12 | 102 | 30 |
| -3.55% | 2024-07-17 | 2024-07-25 | 2024-08-14 | 6 | 14 |
| -2.05% | 2023-12-14 | 2023-12-18 | 2023-12-21 | 2 | 3 |
| -1.64% | 2024-08-27 | 2024-09-05 | 2024-09-09 | 6 | 2 |
| -1.21% | 2023-12-28 | 2023-12-29 | 2024-01-02 | 1 | 1 |
| -1.19% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.66% | 2023-12-08 | 2023-12-12 | 2023-12-13 | 2 | 1 |
| -0.63% | 2024-08-14 | 2024-08-16 | 2024-08-19 | 2 | 1 |
Worst depth first · lengths in trading days.