$41.34
+0.76 (+1.87%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.23% | Sharpe | −0.12 |
| Sortino | −0.16 |
| Beta | 0.65 | Correlation | 0.30 |
| Up capture | 36.24% | Down capture | 147.36% |
Relative Value shows 0.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −56.55% | Ulcer Index | 24.53 |
| MTD | −7.66% | QTD | 6.33% |
| YTD | −36.56% | Window (ann., 3.0y) | −7.04% |
| Skewness | −0.55 | Excess Kurtosis | 5.40 |
| Omega (θ=0) | 0.98 | Tail Ratio | 0.88 |
| Gain/Pain | −0.02 | Hit Rate | 50.00% |
| Win/Loss | 0.96 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.77% | -4.41% | -2.94% | -4.15% |
| CVaR (ES) | -4.27% | -7.46% | -3.68% | -4.75% |
| VaR (Cornish-Fisher) | — | — | -3.01% | -6.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -56.55% | 2024-10-18 | 2026-06-22 | ongoing | 414 | — |
| -19.01% | 2023-09-19 | 2023-10-27 | 2023-11-30 | 28 | 23 |
| -9.41% | 2024-03-28 | 2024-05-01 | 2024-05-07 | 23 | 4 |
| -6.85% | 2024-01-08 | 2024-01-18 | 2024-01-26 | 7 | 6 |
| -6.66% | 2024-05-17 | 2024-08-05 | 2024-08-13 | 53 | 6 |
| -3.57% | 2024-01-26 | 2024-02-13 | 2024-02-15 | 12 | 2 |
| -3.21% | 2024-09-17 | 2024-09-25 | 2024-10-08 | 6 | 9 |
| -3.13% | 2023-09-01 | 2023-09-07 | 2023-09-14 | 3 | 5 |
| -2.63% | 2023-12-04 | 2023-12-12 | 2023-12-13 | 6 | 1 |
| -2.45% | 2023-12-14 | 2023-12-20 | 2023-12-27 | 4 | 4 |
Worst depth first · lengths in trading days.