$33.03
+0.08 (+0.24%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.24% | Sharpe | 0.78 |
| Sortino | 1.21 |
| Beta | 0.86 | Correlation | 0.42 |
| Up capture | 107.79% | Down capture | 98.49% |
Relative Value shows 0.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.08% | Ulcer Index | 11.00 |
| MTD | −2.36% | QTD | −2.36% |
| YTD | 34.29% | Window (ann., 3.0y) | 20.26% |
| Skewness | 0.54 | Excess Kurtosis | 6.12 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.20 |
| Gain/Pain | 0.15 | Hit Rate | 47.47% |
| Win/Loss | 1.24 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.55% | -4.66% | -2.94% | -4.19% |
| CVaR (ES) | -4.06% | -6.06% | -3.71% | -4.82% |
| VaR (Cornish-Fisher) | — | — | -2.42% | -5.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.08% | 2024-11-25 | 2025-04-11 | 2026-02-02 | 93 | 202 |
| -19.58% | 2023-09-01 | 2023-10-25 | 2023-12-04 | 37 | 27 |
| -14.67% | 2024-07-26 | 2024-08-12 | 2024-11-06 | 11 | 61 |
| -14.19% | 2026-02-09 | 2026-03-18 | 2026-05-26 | 26 | 47 |
| -13.46% | 2023-12-27 | 2024-04-16 | 2024-07-15 | 75 | 61 |
| -9.04% | 2026-07-16 | 2026-08-19 | ongoing | 24 | — |
| -4.32% | 2024-11-06 | 2024-11-07 | 2024-11-11 | 1 | 2 |
| -3.78% | 2026-07-01 | 2026-07-08 | 2026-07-15 | 4 | 5 |
| -3.65% | 2026-05-26 | 2026-06-03 | 2026-06-11 | 6 | 4 |
| -3.31% | 2024-11-11 | 2024-11-20 | 2024-11-22 | 7 | 2 |
Worst depth first · lengths in trading days.