$51.26
+0.60 (+1.18%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.09% | Sharpe | 1.03 |
| Sortino | 1.60 |
| Beta | 0.19 | Correlation | 0.11 |
| Up capture | 67.34% | Down capture | −46.57% |
Relative Value shows 0.70 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.90% | Ulcer Index | 9.51 |
| MTD | 7.44% | QTD | 6.72% |
| YTD | 29.13% | Window (ann., 3.0y) | 24.22% |
| Skewness | 0.59 | Excess Kurtosis | 6.48 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.14 |
| Gain/Pain | 0.20 | Hit Rate | 52.40% |
| Win/Loss | 1.08 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.96% | -3.51% | -2.40% | -3.43% |
| CVaR (ES) | -3.06% | -5.42% | -3.03% | -3.95% |
| VaR (Cornish-Fisher) | — | — | -1.93% | -4.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.90% | 2025-08-22 | 2025-11-20 | 2026-08-04 | 63 | 171 |
| -20.36% | 2024-03-21 | 2024-07-01 | 2024-10-16 | 69 | 75 |
| -15.70% | 2024-11-11 | 2025-01-02 | 2025-06-06 | 35 | 106 |
| -6.37% | 2023-08-30 | 2023-09-21 | 2023-10-12 | 15 | 15 |
| -5.30% | 2023-12-26 | 2024-01-05 | 2024-01-18 | 7 | 8 |
| -4.89% | 2025-07-24 | 2025-08-04 | 2025-08-08 | 7 | 4 |
| -4.72% | 2023-10-12 | 2023-10-23 | 2023-11-02 | 7 | 8 |
| -4.48% | 2025-06-12 | 2025-06-20 | 2025-07-01 | 5 | 7 |
| -3.43% | 2024-10-18 | 2024-10-24 | 2024-10-29 | 4 | 3 |
| -3.28% | 2026-08-11 | 2026-08-20 | ongoing | 7 | — |
Worst depth first · lengths in trading days.