$50.60
+0.19 (+0.38%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.04% | Sharpe | 1.10 |
| Sortino | 1.64 |
| Beta | 0.05 | Correlation | 0.04 |
| Up capture | 47.42% | Down capture | −104.03% |
Relative Value shows 0.10 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −17.14% | Ulcer Index | 6.30 |
| MTD | −2.90% | QTD | −2.03% |
| YTD | 10.51% | Window (ann., 3.0y) | 25.40% |
| Skewness | 0.01 | Excess Kurtosis | 4.02 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.04 |
| Gain/Pain | 0.20 | Hit Rate | 55.60% |
| Win/Loss | 0.94 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.18% | -3.25% | -2.29% | -3.28% |
| CVaR (ES) | -3.00% | -4.44% | -2.89% | -3.77% |
| VaR (Cornish-Fisher) | — | — | -2.16% | -4.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.14% | 2024-05-08 | 2024-07-03 | 2024-11-05 | 38 | 87 |
| -13.54% | 2024-11-06 | 2025-01-10 | 2025-02-11 | 43 | 21 |
| -10.73% | 2025-09-12 | 2026-03-20 | 2026-05-20 | 130 | 42 |
| -10.63% | 2025-04-02 | 2025-04-21 | 2025-05-16 | 12 | 19 |
| -8.69% | 2024-02-12 | 2024-04-15 | 2024-05-01 | 43 | 12 |
| -7.93% | 2025-06-06 | 2025-07-15 | 2025-08-08 | 25 | 18 |
| -6.89% | 2026-08-06 | 2026-08-19 | ongoing | 9 | — |
| -6.22% | 2025-02-11 | 2025-02-21 | 2025-03-03 | 7 | 6 |
| -5.82% | 2026-07-06 | 2026-07-15 | 2026-08-06 | 7 | 16 |
| -5.60% | 2024-01-30 | 2024-02-05 | 2024-02-12 | 4 | 5 |
Worst depth first · lengths in trading days.