$31.40
-0.07 (-0.22%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.39% | Sharpe | 0.78 |
| Sortino | 1.15 |
| Beta | 1.08 | Correlation | 0.48 |
| Up capture | 110.81% | Down capture | 123.21% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −37.07% | Ulcer Index | 15.24 |
| MTD | −3.69% | QTD | 5.79% |
| YTD | 28.83% | Window (ann., 3.0y) | 21.00% |
| Skewness | 0.05 | Excess Kurtosis | 3.10 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.02 |
| Gain/Pain | 0.14 | Hit Rate | 51.26% |
| Win/Loss | 1.07 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.84% | -4.68% | -3.05% | -4.36% |
| CVaR (ES) | -4.17% | -6.35% | -3.85% | -5.01% |
| VaR (Cornish-Fisher) | — | — | -2.91% | -5.67% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.07% | 2024-10-18 | 2026-03-27 | 2026-07-07 | 359 | 66 |
| -27.19% | 2023-09-01 | 2023-10-25 | 2023-12-14 | 37 | 35 |
| -10.58% | 2023-12-14 | 2024-02-06 | 2024-02-12 | 35 | 4 |
| -10.32% | 2026-07-29 | 2026-08-11 | ongoing | 9 | — |
| -10.30% | 2024-05-14 | 2024-05-29 | 2024-07-11 | 10 | 29 |
| -9.55% | 2024-03-28 | 2024-04-16 | 2024-04-29 | 12 | 9 |
| -7.48% | 2024-02-12 | 2024-02-14 | 2024-02-29 | 2 | 10 |
| -5.33% | 2024-07-31 | 2024-08-05 | 2024-08-14 | 3 | 7 |
| -4.54% | 2024-07-16 | 2024-07-19 | 2024-07-24 | 3 | 3 |
| -3.78% | 2024-09-23 | 2024-10-08 | 2024-10-11 | 11 | 3 |
Worst depth first · lengths in trading days.