$35.31
-0.23 (-0.65%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.71% | Sharpe | 0.79 |
| Sortino | 1.19 |
| Beta | 1.52 | Correlation | 0.59 |
| Up capture | 107.46% | Down capture | 73.98% |
Relative Value shows 1.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −39.98% | Ulcer Index | 12.62 |
| MTD | −3.87% | QTD | −26.05% |
| YTD | 41.89% | Window (ann., 3.0y) | 24.67% |
| Skewness | 0.29 | Excess Kurtosis | 4.29 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.07 |
| Gain/Pain | 0.15 | Hit Rate | 50.33% |
| Win/Loss | 1.12 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.49% | -6.48% | -3.69% | -5.26% |
| CVaR (ES) | -5.11% | -8.12% | -4.65% | -6.05% |
| VaR (Cornish-Fisher) | — | — | -3.29% | -7.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.98% | 2024-11-25 | 2025-04-08 | 2026-01-15 | 90 | 194 |
| -29.13% | 2026-06-22 | 2026-07-29 | ongoing | 26 | — |
| -17.85% | 2026-02-24 | 2026-03-12 | 2026-04-08 | 12 | 18 |
| -15.61% | 2023-09-01 | 2023-10-25 | 2023-11-29 | 37 | 24 |
| -15.19% | 2024-07-16 | 2024-08-07 | 2024-11-06 | 16 | 64 |
| -12.38% | 2026-05-11 | 2026-05-19 | 2026-06-15 | 6 | 16 |
| -10.04% | 2024-04-09 | 2024-04-30 | 2024-06-12 | 15 | 30 |
| -7.72% | 2023-12-26 | 2024-01-17 | 2024-02-15 | 14 | 21 |
| -6.39% | 2026-02-04 | 2026-02-05 | 2026-02-06 | 1 | 1 |
| -4.45% | 2026-05-06 | 2026-05-07 | 2026-05-11 | 1 | 2 |
Worst depth first · lengths in trading days.