$32.56
-0.08 (-0.25%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.06% | Sharpe | 0.66 |
| Sortino | 1.00 |
| Beta | 0.64 | Correlation | 0.27 |
| Up capture | 85.84% | Down capture | 64.98% |
Relative Value shows 0.87 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.03% | Ulcer Index | 10.17 |
| MTD | 2.62% | QTD | −4.74% |
| YTD | 0.22% | Window (ann., 3.0y) | 17.45% |
| Skewness | 0.35 | Excess Kurtosis | 3.61 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.06 |
| Gain/Pain | 0.12 | Hit Rate | 52.00% |
| Win/Loss | 1.02 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.96% | -5.22% | -3.24% | -4.61% |
| CVaR (ES) | -4.34% | -6.61% | -4.08% | -5.30% |
| VaR (Cornish-Fisher) | — | — | -2.88% | -5.70% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.03% | 2023-09-15 | 2023-10-05 | 2023-11-30 | 14 | 39 |
| -25.40% | 2026-06-02 | 2026-07-29 | ongoing | 36 | — |
| -23.21% | 2023-12-28 | 2024-03-14 | 2024-05-14 | 52 | 42 |
| -18.69% | 2024-10-01 | 2025-01-22 | 2025-03-20 | 76 | 40 |
| -15.85% | 2024-06-05 | 2024-07-02 | 2024-08-13 | 18 | 29 |
| -14.15% | 2025-07-18 | 2025-09-17 | 2025-11-03 | 42 | 33 |
| -13.15% | 2025-04-03 | 2025-04-08 | 2025-05-27 | 3 | 33 |
| -12.20% | 2026-04-10 | 2026-05-19 | 2026-05-29 | 27 | 7 |
| -11.63% | 2025-11-28 | 2026-01-07 | 2026-01-22 | 26 | 10 |
| -7.20% | 2026-02-13 | 2026-03-05 | 2026-04-02 | 13 | 20 |
Worst depth first · lengths in trading days.