$50.28
+0.02 (+0.04%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.23% | Sharpe | 0.95 |
| Sortino | 1.50 |
| Beta | 0.82 | Correlation | 0.45 |
| Up capture | 113.90% | Down capture | 89.25% |
Relative Value shows 0.77 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.46% | Ulcer Index | 9.73 |
| MTD | −2.99% | QTD | 5.08% |
| YTD | 31.10% | Window (ann., 3.0y) | 24.72% |
| Skewness | 0.69 | Excess Kurtosis | 6.25 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.24 |
| Gain/Pain | 0.18 | Hit Rate | 47.87% |
| Win/Loss | 1.25 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.36% | -4.09% | -2.72% | -3.89% |
| CVaR (ES) | -3.45% | -5.54% | -3.43% | -4.47% |
| VaR (Cornish-Fisher) | — | — | -2.15% | -5.22% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.46% | 2024-11-06 | 2025-04-08 | 2025-12-11 | 103 | 171 |
| -17.43% | 2023-12-27 | 2024-04-16 | 2024-07-15 | 75 | 61 |
| -12.05% | 2026-02-06 | 2026-03-18 | 2026-05-26 | 27 | 47 |
| -10.07% | 2023-09-01 | 2023-10-03 | 2023-11-02 | 21 | 22 |
| -9.24% | 2024-09-19 | 2024-10-03 | 2024-11-06 | 10 | 24 |
| -8.64% | 2025-12-15 | 2026-01-02 | 2026-01-21 | 12 | 12 |
| -6.27% | 2024-07-26 | 2024-08-12 | 2024-08-23 | 11 | 9 |
| -4.84% | 2024-08-30 | 2024-09-11 | 2024-09-19 | 7 | 6 |
| -4.52% | 2026-01-22 | 2026-01-29 | 2026-02-02 | 5 | 2 |
| -4.22% | 2026-07-28 | 2026-08-19 | ongoing | 16 | — |
Worst depth first · lengths in trading days.