$33.11
-0.26 (-0.78%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 19.80% | Sharpe | 0.60 |
| Sortino | 0.85 |
| Beta | 0.42 | Correlation | 0.31 |
| Up capture | 55.08% | Down capture | 52.70% |
Relative Value shows 0.75 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −17.94% | Ulcer Index | 7.96 |
| MTD | −3.02% | QTD | −0.75% |
| YTD | 24.61% | Window (ann., 3.0y) | 10.24% |
| Skewness | −0.22 | Excess Kurtosis | 2.59 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.07 |
| Gain/Pain | 0.11 | Hit Rate | 50.53% |
| Win/Loss | 1.04 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.98% | -3.38% | -2.01% | -2.86% |
| CVaR (ES) | -2.83% | -4.23% | -2.53% | -3.28% |
| VaR (Cornish-Fisher) | — | — | -2.02% | -3.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.94% | 2024-11-27 | 2025-10-13 | 2026-02-05 | 217 | 79 |
| -13.22% | 2023-12-05 | 2024-02-26 | 2024-07-15 | 55 | 96 |
| -12.80% | 2023-08-23 | 2023-10-30 | 2023-12-04 | 47 | 24 |
| -11.77% | 2026-07-21 | 2026-08-11 | ongoing | 15 | — |
| -7.22% | 2026-04-17 | 2026-06-03 | 2026-07-02 | 32 | 17 |
| -7.15% | 2026-02-17 | 2026-02-18 | 2026-04-09 | 1 | 35 |
| -6.77% | 2024-07-25 | 2024-07-31 | 2024-08-27 | 4 | 19 |
| -4.05% | 2024-10-24 | 2024-11-07 | 2024-11-19 | 10 | 8 |
| -3.99% | 2024-09-16 | 2024-10-10 | 2024-10-21 | 18 | 7 |
| -1.60% | 2024-07-23 | 2024-07-24 | 2024-07-25 | 1 | 1 |
Worst depth first · lengths in trading days.