$32.04
+0.38 (+1.20%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.36% | Sharpe | 0.17 |
| Sortino | 0.23 |
| Beta | 0.29 | Correlation | 0.18 |
| Up capture | 8.75% | Down capture | −9.82% |
Relative Value shows 0.41 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.99% | Ulcer Index | 14.59 |
| MTD | 2.96% | QTD | −2.11% |
| YTD | 17.18% | Window (ann., 3.0y) | 1.30% |
| Skewness | −0.73 | Excess Kurtosis | 8.01 |
| Omega (θ=0) | 1.03 | Tail Ratio | 0.98 |
| Gain/Pain | 0.03 | Hit Rate | 50.74% |
| Win/Loss | 0.98 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.09% | -4.68% | -2.40% | -3.41% |
| CVaR (ES) | -3.64% | -6.10% | -3.02% | -3.91% |
| VaR (Cornish-Fisher) | — | — | -2.46% | -6.66% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.99% | 2024-09-23 | 2025-10-06 | ongoing | 259 | — |
| -17.14% | 2023-08-29 | 2023-10-12 | 2024-04-25 | 31 | 134 |
| -7.66% | 2024-06-04 | 2024-07-09 | 2024-08-02 | 23 | 18 |
| -2.20% | 2024-08-02 | 2024-08-05 | 2024-08-13 | 1 | 6 |
| -1.78% | 2024-05-22 | 2024-05-29 | 2024-06-03 | 4 | 3 |
| -1.48% | 2024-04-25 | 2024-05-01 | 2024-05-09 | 4 | 6 |
| -1.43% | 2024-05-14 | 2024-05-20 | 2024-05-22 | 4 | 2 |
| -1.10% | 2023-08-23 | 2023-08-25 | 2023-08-28 | 2 | 1 |
| -0.99% | 2024-09-04 | 2024-09-06 | 2024-09-09 | 2 | 1 |
| -0.70% | 2024-08-20 | 2024-08-21 | 2024-08-23 | 1 | 2 |
Worst depth first · lengths in trading days.