$38.58
+0.68 (+1.79%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.16% | Sharpe | −0.31 |
| Sortino | −0.41 |
| Beta | 0.04 | Correlation | 0.02 |
| Up capture | −16.11% | Down capture | 75.65% |
Relative Value shows 0.44 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −57.39% | Ulcer Index | 28.98 |
| MTD | 5.38% | QTD | 11.73% |
| YTD | −3.60% | Window (ann., 3.0y) | −13.03% |
| Skewness | −1.02 | Excess Kurtosis | 8.84 |
| Omega (θ=0) | 0.94 | Tail Ratio | 0.95 |
| Gain/Pain | −0.06 | Hit Rate | 51.00% |
| Win/Loss | 0.90 | Upside Potential | 0.43 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.97% | -5.71% | -3.16% | -4.46% |
| CVaR (ES) | -4.81% | -8.39% | -3.96% | -5.10% |
| VaR (Cornish-Fisher) | — | — | -3.34% | -9.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -57.39% | 2024-11-11 | 2026-05-15 | ongoing | 377 | — |
| -19.72% | 2023-09-01 | 2023-11-06 | 2024-03-07 | 45 | 83 |
| -12.27% | 2024-08-30 | 2024-09-10 | 2024-10-14 | 6 | 24 |
| -8.16% | 2024-07-23 | 2024-08-05 | 2024-08-29 | 9 | 18 |
| -8.12% | 2024-05-06 | 2024-06-04 | 2024-07-22 | 20 | 32 |
| -6.09% | 2024-10-21 | 2024-10-25 | 2024-11-08 | 4 | 10 |
| -5.01% | 2024-04-05 | 2024-04-15 | 2024-04-25 | 6 | 8 |
| -3.18% | 2024-03-07 | 2024-03-18 | 2024-03-27 | 7 | 7 |
| -2.30% | 2024-10-14 | 2024-10-15 | 2024-10-18 | 1 | 3 |
| -1.61% | 2024-04-29 | 2024-04-30 | 2024-05-02 | 1 | 2 |
Worst depth first · lengths in trading days.