$53.63
-0.70 (-1.29%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.68% | Sharpe | 0.40 |
| Sortino | 0.60 |
| Beta | 0.78 | Correlation | 0.39 |
| Up capture | 53.29% | Down capture | 54.25% |
Relative Value shows 0.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.12% | Ulcer Index | 19.12 |
| MTD | 1.96% | QTD | 4.30% |
| YTD | 25.55% | Window (ann., 3.0y) | 8.30% |
| Skewness | 0.14 | Excess Kurtosis | 1.84 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.16 |
| Gain/Pain | 0.07 | Hit Rate | 47.60% |
| Win/Loss | 1.17 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.62% | -6.37% | -3.84% | -5.46% |
| CVaR (ES) | -5.10% | -7.87% | -4.84% | -6.27% |
| VaR (Cornish-Fisher) | — | — | -3.66% | -6.22% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.12% | 2024-11-06 | 2025-04-21 | 2026-08-12 | 111 | 326 |
| -29.62% | 2023-12-15 | 2024-07-05 | 2024-11-06 | 137 | 87 |
| -11.83% | 2023-08-30 | 2023-10-03 | 2023-11-03 | 23 | 23 |
| -3.79% | 2026-08-14 | 2026-08-21 | ongoing | 5 | — |
| -3.70% | 2023-11-16 | 2023-11-21 | 2023-12-01 | 3 | 7 |
| -1.70% | 2023-11-03 | 2023-11-09 | 2023-11-10 | 4 | 1 |
| -1.66% | 2023-12-11 | 2023-12-13 | 2023-12-14 | 2 | 1 |
| -1.06% | 2023-08-21 | 2023-08-22 | 2023-08-29 | 1 | 5 |
| -0.49% | 2026-08-12 | 2026-08-13 | 2026-08-14 | 1 | 1 |
| -0.31% | 2023-11-14 | 2023-11-15 | 2023-11-16 | 1 | 1 |
Worst depth first · lengths in trading days.