$40.00
+0.08 (+0.20%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.71% | Sharpe | 0.51 |
| Sortino | 0.70 |
| Beta | 0.34 | Correlation | 0.19 |
| Up capture | 74.94% | Down capture | 96.87% |
Relative Value shows 0.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.41% | Ulcer Index | 12.36 |
| MTD | 3.41% | QTD | 3.15% |
| YTD | 6.28% | Window (ann., 3.0y) | 10.82% |
| Skewness | −0.91 | Excess Kurtosis | 15.06 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.22 |
| Gain/Pain | 0.11 | Hit Rate | 42.67% |
| Win/Loss | 1.09 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.24% | -5.82% | -2.92% | -4.15% |
| CVaR (ES) | -4.43% | -8.39% | -3.67% | -4.76% |
| VaR (Cornish-Fisher) | — | — | -2.81% | -11.17% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.41% | 2025-02-12 | 2025-11-17 | ongoing | 192 | — |
| -19.94% | 2024-08-19 | 2024-11-04 | 2024-12-12 | 54 | 27 |
| -15.02% | 2024-12-12 | 2025-01-13 | 2025-02-12 | 19 | 21 |
| -7.49% | 2024-01-25 | 2024-07-09 | 2024-07-16 | 113 | 5 |
| -3.47% | 2023-09-01 | 2023-10-03 | 2023-11-03 | 21 | 23 |
| -1.59% | 2023-11-15 | 2023-11-20 | 2023-11-21 | 3 | 1 |
| -1.25% | 2023-11-21 | 2023-11-22 | 2023-11-27 | 1 | 2 |
| -1.03% | 2024-07-31 | 2024-08-07 | 2024-08-08 | 5 | 1 |
| -0.74% | 2023-12-15 | 2023-12-19 | 2024-01-16 | 2 | 17 |
| -0.66% | 2023-11-03 | 2023-11-08 | 2023-11-14 | 3 | 4 |
Worst depth first · lengths in trading days.