$33.37
+0.77 (+2.36%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.09% | Sharpe | 0.39 |
| Sortino | 0.60 |
| Beta | 0.16 | Correlation | 0.08 |
| Up capture | 42.14% | Down capture | 43.27% |
Relative Value shows 0.48 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.20% | Ulcer Index | 16.54 |
| MTD | 10.83% | QTD | 23.09% |
| YTD | 16.19% | Window (ann., 3.0y) | 7.40% |
| Skewness | 0.94 | Excess Kurtosis | 7.30 |
| Omega (θ=0) | 1.07 | Tail Ratio | 0.95 |
| Gain/Pain | 0.07 | Hit Rate | 50.53% |
| Win/Loss | 1.03 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.84% | -4.15% | -2.97% | -4.22% |
| CVaR (ES) | -3.69% | -5.17% | -3.73% | -4.84% |
| VaR (Cornish-Fisher) | — | — | -2.18% | -5.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.20% | 2024-03-27 | 2024-12-19 | ongoing | 185 | — |
| -18.34% | 2023-09-19 | 2023-12-15 | 2024-03-01 | 62 | 51 |
| -4.30% | 2024-03-06 | 2024-03-11 | 2024-03-18 | 3 | 5 |
| -2.00% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -1.07% | 2023-09-14 | 2023-09-18 | 2023-09-19 | 2 | 1 |
| -1.06% | 2024-03-22 | 2024-03-25 | 2024-03-27 | 1 | 2 |
| -0.80% | 2024-03-01 | 2024-03-05 | 2024-03-06 | 2 | 1 |
| -0.09% | 2023-08-28 | 2023-08-30 | 2023-08-31 | 2 | 1 |
Worst depth first · lengths in trading days.