$40.73
+0.68 (+1.70%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.20% | Sharpe | 0.23 |
| Sortino | 0.31 |
| Beta | 1.56 | Correlation | 0.59 |
| Up capture | 127.83% | Down capture | 308.22% |
Relative Value shows 1.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −40.84% | Ulcer Index | 20.46 |
| MTD | −12.47% | QTD | −6.99% |
| YTD | −3.79% | Window (ann., 3.0y) | 1.36% |
| Skewness | −1.42 | Excess Kurtosis | 13.33 |
| Omega (θ=0) | 1.04 | Tail Ratio | 1.13 |
| Gain/Pain | 0.04 | Hit Rate | 50.00% |
| Win/Loss | 1.03 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.21% | -5.58% | -3.82% | -5.42% |
| CVaR (ES) | -5.38% | -10.84% | -4.80% | -6.21% |
| VaR (Cornish-Fisher) | — | — | -4.05% | -13.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.84% | 2024-11-25 | 2025-05-06 | 2026-02-04 | 109 | 188 |
| -35.62% | 2026-02-04 | 2026-03-18 | ongoing | 29 | — |
| -17.66% | 2023-12-26 | 2024-04-18 | 2024-08-30 | 78 | 93 |
| -16.95% | 2023-09-14 | 2023-11-01 | 2023-12-11 | 34 | 27 |
| -10.32% | 2024-08-30 | 2024-10-10 | 2024-11-06 | 28 | 19 |
| -4.26% | 2023-08-30 | 2023-09-05 | 2023-09-14 | 3 | 7 |
| -3.39% | 2024-11-06 | 2024-11-07 | 2024-11-11 | 1 | 2 |
| -3.00% | 2023-08-21 | 2023-08-22 | 2023-08-28 | 1 | 4 |
| -2.46% | 2023-12-15 | 2023-12-18 | 2023-12-21 | 1 | 3 |
| -1.32% | 2024-11-11 | 2024-11-12 | 2024-11-13 | 1 | 1 |
Worst depth first · lengths in trading days.