$33.72
-0.24 (-0.71%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.39% | Sharpe | 1.02 |
| Sortino | 1.64 |
| Beta | 0.30 | Correlation | 0.13 |
| Up capture | 94.95% | Down capture | −10.26% |
Relative Value shows 0.32 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.54% | Ulcer Index | 11.04 |
| MTD | −0.80% | QTD | 3.69% |
| YTD | 15.51% | Window (ann., 3.0y) | 27.97% |
| Skewness | 0.79 | Excess Kurtosis | 4.33 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.16 |
| Gain/Pain | 0.21 | Hit Rate | 48.80% |
| Win/Loss | 1.19 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.61% | -4.31% | -2.83% | -4.05% |
| CVaR (ES) | -3.62% | -5.24% | -3.57% | -4.65% |
| VaR (Cornish-Fisher) | — | — | -2.25% | -4.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.54% | 2025-02-11 | 2025-04-08 | 2025-08-27 | 39 | 97 |
| -26.26% | 2023-12-28 | 2024-04-16 | 2024-07-22 | 74 | 66 |
| -14.83% | 2024-12-03 | 2025-01-13 | 2025-01-27 | 26 | 9 |
| -13.56% | 2024-07-25 | 2024-08-05 | 2024-10-16 | 7 | 51 |
| -10.60% | 2025-12-15 | 2026-03-18 | 2026-04-09 | 63 | 15 |
| -9.13% | 2025-09-19 | 2025-10-10 | 2025-11-25 | 15 | 32 |
| -6.10% | 2026-04-09 | 2026-05-15 | 2026-06-05 | 26 | 14 |
| -3.93% | 2023-10-18 | 2023-10-24 | 2023-10-31 | 4 | 5 |
| -3.81% | 2023-09-01 | 2023-09-07 | 2023-10-05 | 3 | 20 |
| -3.55% | 2026-07-16 | 2026-07-21 | 2026-07-24 | 3 | 3 |
Worst depth first · lengths in trading days.