$42.03
+0.09 (+0.21%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.42% | Sharpe | 0.68 |
| Sortino | 1.06 |
| Beta | 0.94 | Correlation | 0.44 |
| Up capture | 102.59% | Down capture | 114.65% |
Relative Value shows 0.85 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.94% | Ulcer Index | 10.26 |
| MTD | −2.57% | QTD | −3.80% |
| YTD | 14.28% | Window (ann., 3.0y) | 16.99% |
| Skewness | 0.86 | Excess Kurtosis | 8.00 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.19 |
| Gain/Pain | 0.13 | Hit Rate | 49.80% |
| Win/Loss | 1.13 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.59% | -4.23% | -2.97% | -4.23% |
| CVaR (ES) | -3.81% | -5.50% | -3.74% | -4.86% |
| VaR (Cornish-Fisher) | — | — | -2.19% | -6.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.94% | 2025-02-06 | 2025-04-11 | 2026-06-24 | 45 | 296 |
| -16.43% | 2023-12-27 | 2024-06-14 | 2024-07-16 | 117 | 20 |
| -14.92% | 2024-07-26 | 2024-08-12 | 2024-11-06 | 11 | 61 |
| -14.54% | 2023-09-01 | 2023-10-24 | 2023-11-14 | 36 | 15 |
| -14.14% | 2024-11-25 | 2025-01-10 | 2025-01-31 | 30 | 14 |
| -7.38% | 2026-07-16 | 2026-07-23 | ongoing | 5 | — |
| -4.83% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -4.83% | 2023-11-17 | 2023-11-28 | 2023-12-01 | 6 | 3 |
| -4.09% | 2024-11-12 | 2024-11-20 | 2024-11-25 | 6 | 3 |
| -2.85% | 2024-07-17 | 2024-07-18 | 2024-07-23 | 1 | 3 |
Worst depth first · lengths in trading days.