$40.43
+0.13 (+0.32%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.83% | Sharpe | 0.81 |
| Sortino | 1.25 |
| Beta | 0.95 | Correlation | 0.33 |
| Up capture | 147.40% | Down capture | 124.29% |
Relative Value shows 0.97 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.99% | Ulcer Index | 17.70 |
| MTD | −0.81% | QTD | −0.54% |
| YTD | 36.40% | Window (ann., 3.0y) | 26.54% |
| Skewness | 0.44 | Excess Kurtosis | 3.91 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.19 |
| Gain/Pain | 0.16 | Hit Rate | 50.00% |
| Win/Loss | 1.12 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.45% | -6.58% | -3.80% | -5.42% |
| CVaR (ES) | -5.20% | -7.57% | -4.79% | -6.23% |
| VaR (Cornish-Fisher) | — | — | -3.30% | -6.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.99% | 2023-12-26 | 2024-03-04 | 2024-09-17 | 46 | 136 |
| -33.70% | 2024-12-04 | 2025-04-11 | 2026-02-02 | 87 | 202 |
| -18.59% | 2023-09-01 | 2023-10-25 | 2023-12-04 | 37 | 27 |
| -12.62% | 2026-02-09 | 2026-03-09 | 2026-04-09 | 19 | 22 |
| -7.93% | 2024-09-19 | 2024-10-01 | 2024-10-14 | 8 | 9 |
| -7.25% | 2024-10-17 | 2024-10-22 | 2024-11-06 | 3 | 11 |
| -6.13% | 2026-07-01 | 2026-07-08 | 2026-08-04 | 4 | 19 |
| -5.49% | 2026-04-23 | 2026-04-24 | 2026-05-26 | 1 | 21 |
| -4.87% | 2023-08-21 | 2023-08-25 | 2023-09-01 | 4 | 5 |
| -4.65% | 2024-11-06 | 2024-11-07 | 2024-11-18 | 1 | 7 |
Worst depth first · lengths in trading days.