$37.49
-0.32 (-0.85%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.81% | Sharpe | 0.70 |
| Sortino | 1.07 |
| Beta | 1.03 | Correlation | 0.54 |
| Up capture | 115.11% | Down capture | 128.52% |
Relative Value shows 0.72 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.76% | Ulcer Index | 11.39 |
| MTD | −0.18% | QTD | −1.58% |
| YTD | 12.48% | Window (ann., 3.0y) | 19.67% |
| Skewness | 0.43 | Excess Kurtosis | 4.64 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.06 |
| Gain/Pain | 0.13 | Hit Rate | 50.27% |
| Win/Loss | 1.10 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.20% | -5.72% | -3.41% | -4.86% |
| CVaR (ES) | -4.66% | -6.85% | -4.30% | -5.58% |
| VaR (Cornish-Fisher) | — | — | -2.94% | -6.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.76% | 2024-11-25 | 2025-04-08 | 2025-09-18 | 90 | 112 |
| -22.77% | 2023-12-14 | 2024-04-16 | 2024-07-16 | 83 | 62 |
| -18.80% | 2023-09-01 | 2023-10-24 | 2023-12-01 | 36 | 27 |
| -16.87% | 2026-02-09 | 2026-03-18 | 2026-06-25 | 26 | 65 |
| -13.39% | 2025-09-18 | 2025-10-16 | 2025-12-04 | 20 | 34 |
| -13.23% | 2024-07-26 | 2024-08-07 | 2024-09-19 | 8 | 30 |
| -8.40% | 2024-09-19 | 2024-10-08 | 2024-10-16 | 13 | 6 |
| -7.70% | 2024-10-17 | 2024-11-01 | 2024-11-06 | 11 | 3 |
| -7.20% | 2026-01-22 | 2026-01-30 | 2026-02-06 | 6 | 5 |
| -6.14% | 2026-07-16 | 2026-07-29 | ongoing | 9 | — |
Worst depth first · lengths in trading days.