$42.47
-0.13 (-0.31%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.05% | Sharpe | 0.59 |
| Sortino | 0.91 |
| Beta | 0.73 | Correlation | 0.37 |
| Up capture | 96.65% | Down capture | 110.95% |
Relative Value shows 0.64 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.09% | Ulcer Index | 13.05 |
| MTD | −0.36% | QTD | −1.48% |
| YTD | 5.30% | Window (ann., 3.0y) | 14.56% |
| Skewness | 0.39 | Excess Kurtosis | 1.87 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.21 |
| Gain/Pain | 0.11 | Hit Rate | 49.40% |
| Win/Loss | 1.12 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.84% | -4.63% | -3.14% | -4.48% |
| CVaR (ES) | -3.98% | -5.54% | -3.96% | -5.14% |
| VaR (Cornish-Fisher) | — | — | -2.85% | -4.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.09% | 2024-11-11 | 2025-04-03 | ongoing | 97 | — |
| -18.08% | 2023-12-26 | 2024-04-17 | 2024-07-12 | 77 | 59 |
| -12.68% | 2024-09-19 | 2024-10-10 | 2024-11-06 | 15 | 19 |
| -11.56% | 2024-07-30 | 2024-08-05 | 2024-08-23 | 4 | 14 |
| -8.17% | 2023-08-24 | 2023-10-02 | 2023-11-14 | 26 | 31 |
| -6.63% | 2024-08-23 | 2024-09-11 | 2024-09-16 | 12 | 3 |
| -4.80% | 2023-11-24 | 2023-11-30 | 2023-12-04 | 4 | 2 |
| -4.63% | 2024-07-17 | 2024-07-19 | 2024-07-24 | 2 | 3 |
| -3.41% | 2024-07-25 | 2024-07-29 | 2024-07-30 | 2 | 1 |
| -2.45% | 2023-11-17 | 2023-11-21 | 2023-11-24 | 2 | 2 |
Worst depth first · lengths in trading days.