$34.13
-0.10 (-0.29%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.82% | Sharpe | 0.40 |
| Sortino | 0.61 |
| Beta | 1.12 | Correlation | 0.49 |
| Up capture | 99.45% | Down capture | 179.76% |
Relative Value shows 0.82 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.38% | Ulcer Index | 16.18 |
| MTD | −2.87% | QTD | −1.36% |
| YTD | 15.76% | Window (ann., 3.0y) | 7.78% |
| Skewness | 0.59 | Excess Kurtosis | 5.92 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.15 |
| Gain/Pain | 0.07 | Hit Rate | 48.27% |
| Win/Loss | 1.13 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.59% | -4.95% | -3.04% | -4.32% |
| CVaR (ES) | -4.00% | -6.31% | -3.83% | -4.96% |
| VaR (Cornish-Fisher) | — | — | -2.49% | -5.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.38% | 2024-11-25 | 2026-03-18 | ongoing | 326 | — |
| -20.72% | 2023-09-01 | 2023-10-20 | 2023-12-13 | 34 | 37 |
| -14.77% | 2024-01-29 | 2024-06-14 | 2024-07-16 | 96 | 20 |
| -13.15% | 2024-07-26 | 2024-08-07 | 2024-11-06 | 8 | 64 |
| -11.75% | 2023-12-26 | 2024-01-16 | 2024-01-26 | 13 | 8 |
| -5.34% | 2024-11-11 | 2024-11-20 | 2024-11-25 | 7 | 3 |
| -2.74% | 2024-11-06 | 2024-11-07 | 2024-11-11 | 1 | 2 |
| -2.16% | 2023-08-21 | 2023-08-22 | 2023-09-01 | 1 | 8 |
| -1.62% | 2024-07-23 | 2024-07-24 | 2024-07-25 | 1 | 1 |
| -1.53% | 2023-12-19 | 2023-12-20 | 2023-12-22 | 1 | 2 |
Worst depth first · lengths in trading days.