$30.11
-0.16 (-0.53%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.44% | Sharpe | 0.14 |
| Sortino | 0.20 |
| Beta | 0.86 | Correlation | 0.56 |
| Up capture | 33.05% | Down capture | 87.01% |
Relative Value shows 0.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.87% | Ulcer Index | 13.62 |
| MTD | 1.31% | QTD | −0.33% |
| YTD | 10.79% | Window (ann., 3.0y) | 0.75% |
| Skewness | −0.11 | Excess Kurtosis | 3.12 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.04 |
| Gain/Pain | 0.02 | Hit Rate | 48.66% |
| Win/Loss | 1.05 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.99% | -3.23% | -2.21% | -3.13% |
| CVaR (ES) | -2.90% | -4.86% | -2.77% | -3.59% |
| VaR (Cornish-Fisher) | — | — | -2.17% | -4.22% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.87% | 2024-09-05 | 2026-03-20 | ongoing | 385 | — |
| -18.39% | 2023-09-15 | 2023-10-27 | 2023-12-14 | 30 | 33 |
| -9.02% | 2024-07-23 | 2024-07-25 | 2024-08-30 | 2 | 26 |
| -7.95% | 2023-12-14 | 2024-02-05 | 2024-03-04 | 34 | 19 |
| -7.22% | 2024-03-28 | 2024-04-16 | 2024-05-15 | 12 | 21 |
| -5.25% | 2024-05-15 | 2024-05-29 | 2024-06-18 | 9 | 14 |
| -3.22% | 2024-03-04 | 2024-03-26 | 2024-03-28 | 16 | 2 |
| -2.85% | 2024-06-24 | 2024-06-26 | 2024-06-28 | 2 | 2 |
| -2.35% | 2024-07-08 | 2024-07-15 | 2024-07-22 | 5 | 5 |
| -1.51% | 2023-08-30 | 2023-09-05 | 2023-09-14 | 3 | 7 |
Worst depth first · lengths in trading days.