$52.42
+0.26 (+0.50%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.21% | Sharpe | 0.56 |
| Sortino | 0.77 |
| Beta | 1.32 | Correlation | 0.41 |
| Up capture | 101.89% | Down capture | 83.99% |
Relative Value shows 1.24 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.63% | Ulcer Index | 18.95 |
| MTD | 4.48% | QTD | 0.06% |
| YTD | 32.27% | Window (ann., 3.0y) | 15.83% |
| Skewness | −1.21 | Excess Kurtosis | 14.43 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.14 |
| Gain/Pain | 0.11 | Hit Rate | 49.87% |
| Win/Loss | 1.11 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.82% | -8.37% | -4.69% | -6.67% |
| CVaR (ES) | -6.87% | -13.68% | -5.90% | -7.66% |
| VaR (Cornish-Fisher) | — | — | -4.76% | -17.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.63% | 2024-11-07 | 2025-04-08 | ongoing | 102 | — |
| -17.13% | 2024-02-15 | 2024-02-26 | 2024-05-31 | 6 | 67 |
| -13.01% | 2023-09-19 | 2023-10-30 | 2023-11-17 | 29 | 14 |
| -12.55% | 2024-07-16 | 2024-09-10 | 2024-10-07 | 39 | 19 |
| -9.41% | 2023-12-19 | 2024-01-04 | 2024-02-07 | 10 | 23 |
| -6.07% | 2023-09-05 | 2023-09-13 | 2023-09-18 | 6 | 3 |
| -5.07% | 2024-06-18 | 2024-06-27 | 2024-07-11 | 6 | 9 |
| -4.95% | 2024-10-18 | 2024-10-31 | 2024-11-06 | 9 | 4 |
| -4.22% | 2023-12-04 | 2023-12-06 | 2023-12-14 | 2 | 6 |
| -2.96% | 2023-08-21 | 2023-08-24 | 2023-08-28 | 3 | 2 |
Worst depth first · lengths in trading days.