$29.46
-0.03 (-0.10%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.46% | Sharpe | 0.37 |
| Sortino | 0.53 |
| Beta | 0.99 | Correlation | 0.45 |
| Up capture | 71.86% | Down capture | 128.86% |
Relative Value shows 0.52 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −38.23% | Ulcer Index | 22.09 |
| MTD | 0.89% | QTD | 0.34% |
| YTD | −15.43% | Window (ann., 3.0y) | 6.99% |
| Skewness | −0.06 | Excess Kurtosis | 3.90 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.04 |
| Gain/Pain | 0.07 | Hit Rate | 50.87% |
| Win/Loss | 1.02 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.96% | -5.50% | -3.32% | -4.71% |
| CVaR (ES) | -4.66% | -7.69% | -4.17% | -5.40% |
| VaR (Cornish-Fisher) | — | — | -3.19% | -6.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.23% | 2023-11-27 | 2025-05-07 | 2025-11-11 | 361 | 130 |
| -25.29% | 2026-03-04 | 2026-05-19 | ongoing | 53 | — |
| -10.93% | 2025-11-11 | 2025-11-20 | 2026-01-15 | 7 | 37 |
| -10.41% | 2023-09-14 | 2023-09-28 | 2023-11-06 | 10 | 27 |
| -4.92% | 2023-11-08 | 2023-11-09 | 2023-11-10 | 1 | 1 |
| -4.77% | 2026-02-02 | 2026-02-09 | 2026-03-04 | 5 | 16 |
| -3.69% | 2023-08-29 | 2023-08-31 | 2023-09-06 | 2 | 3 |
| -3.54% | 2026-01-15 | 2026-01-20 | 2026-01-22 | 2 | 2 |
| -2.60% | 2023-11-14 | 2023-11-16 | 2023-11-21 | 2 | 3 |
| -2.54% | 2026-01-27 | 2026-01-28 | 2026-02-02 | 1 | 3 |
Worst depth first · lengths in trading days.