$46.05
+0.24 (+0.52%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.66% | Sharpe | 0.33 |
| Sortino | 0.48 |
| Beta | 0.97 | Correlation | 0.39 |
| Up capture | 89.69% | Down capture | 171.49% |
Relative Value shows 1.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.69% | Ulcer Index | 22.52 |
| MTD | −6.50% | QTD | −6.04% |
| YTD | −0.18% | Window (ann., 3.0y) | 5.35% |
| Skewness | 0.47 | Excess Kurtosis | 17.09 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.09 |
| Gain/Pain | 0.06 | Hit Rate | 50.60% |
| Win/Loss | 1.02 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.98% | -7.35% | -3.85% | -5.47% |
| CVaR (ES) | -5.18% | -10.26% | -4.84% | -6.27% |
| VaR (Cornish-Fisher) | — | — | -2.71% | -13.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.69% | 2025-01-24 | 2025-04-08 | ongoing | 51 | — |
| -25.29% | 2023-09-01 | 2023-10-26 | 2023-12-21 | 38 | 39 |
| -21.27% | 2024-05-31 | 2024-07-10 | 2024-10-24 | 26 | 75 |
| -12.02% | 2024-12-02 | 2025-01-07 | 2025-01-23 | 24 | 10 |
| -9.52% | 2024-01-08 | 2024-01-18 | 2024-02-12 | 7 | 17 |
| -9.21% | 2024-03-01 | 2024-03-18 | 2024-04-03 | 11 | 11 |
| -8.81% | 2024-04-03 | 2024-04-30 | 2024-05-30 | 19 | 21 |
| -5.21% | 2024-10-28 | 2024-11-01 | 2024-11-06 | 4 | 3 |
| -2.71% | 2024-11-14 | 2024-11-20 | 2024-11-22 | 4 | 2 |
| -2.69% | 2023-08-23 | 2023-08-28 | 2023-09-01 | 3 | 4 |
Worst depth first · lengths in trading days.