$45.72
+0.35 (+0.77%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.16% | Sharpe | −0.07 |
| Sortino | −0.10 |
| Beta | 1.36 | Correlation | 0.49 |
| Up capture | 63.70% | Down capture | 243.58% |
Relative Value shows 1.53 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.65% | Ulcer Index | 23.47 |
| MTD | −8.85% | QTD | −9.82% |
| YTD | −13.15% | Window (ann., 3.0y) | −9.91% |
| Skewness | −0.35 | Excess Kurtosis | 9.59 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.05 |
| Gain/Pain | −0.01 | Hit Rate | 47.86% |
| Win/Loss | 1.06 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.43% | -5.63% | -4.07% | -5.75% |
| CVaR (ES) | -5.50% | -10.51% | -5.10% | -6.59% |
| VaR (Cornish-Fisher) | — | — | -3.83% | -11.80% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.65% | 2023-09-01 | 2025-04-08 | 2026-02-13 | 400 | 214 |
| -30.83% | 2026-02-20 | 2026-08-20 | ongoing | 120 | — |
| -3.20% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
| -1.39% | 2026-02-13 | 2026-02-19 | 2026-02-20 | 3 | 1 |
Worst depth first · lengths in trading days.