$42.31
-0.18 (-0.42%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2003-08-19 — the price history has a 216-day gap before it.
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.41% | Sharpe | 0.72 |
| Sortino | 1.12 |
| Beta | 0.55 | Correlation | 0.38 |
| Up capture | 79.21% | Down capture | 89.45% |
Relative Value shows 0.22 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.23% | Ulcer Index | 7.19 |
| MTD | 5.14% | QTD | 2.84% |
| YTD | 8.89% | Window (ann., 3.0y) | 13.86% |
| Skewness | 0.66 | Excess Kurtosis | 7.34 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.32 |
| Gain/Pain | 0.18 | Hit Rate | 33.20% |
| Win/Loss | 1.35 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.80% | -3.95% | -2.16% | -3.08% |
| CVaR (ES) | -3.19% | -5.12% | -2.72% | -3.53% |
| VaR (Cornish-Fisher) | — | — | -1.69% | -4.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.23% | 2025-12-18 | 2026-03-20 | 2026-06-04 | 62 | 52 |
| -19.18% | 2025-02-03 | 2025-06-23 | 2025-08-22 | 96 | 43 |
| -11.79% | 2025-09-23 | 2025-11-19 | 2025-12-10 | 41 | 14 |
| -11.48% | 2023-09-20 | 2024-05-01 | 2024-06-14 | 154 | 31 |
| -6.93% | 2026-06-12 | 2026-07-27 | 2026-08-10 | 28 | 10 |
| -5.84% | 2024-08-15 | 2024-10-15 | 2024-11-11 | 42 | 19 |
| -5.59% | 2024-06-17 | 2024-06-21 | 2024-08-15 | 3 | 38 |
| -3.39% | 2026-08-17 | 2026-08-19 | ongoing | 2 | — |
| -3.12% | 2023-09-06 | 2023-09-07 | 2023-09-11 | 1 | 2 |
| -2.35% | 2025-08-29 | 2025-09-02 | 2025-09-18 | 1 | 12 |
Worst depth first · lengths in trading days.