$40.27
-0.48 (-1.18%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 18.95% | Sharpe | 0.86 |
| Sortino | 1.22 |
| Beta | 0.17 | Correlation | 0.16 |
| Up capture | 39.11% | Down capture | −24.74% |
Relative Value shows 0.58 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −14.49% | Ulcer Index | 5.57 |
| MTD | 0.07% | QTD | 4.73% |
| YTD | 20.72% | Window (ann., 3.0y) | 15.41% |
| Skewness | −0.21 | Excess Kurtosis | 2.39 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.00 |
| Gain/Pain | 0.15 | Hit Rate | 54.59% |
| Win/Loss | 0.93 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.87% | -3.26% | -1.90% | -2.71% |
| CVaR (ES) | -2.71% | -3.96% | -2.40% | -3.12% |
| VaR (Cornish-Fisher) | — | — | -1.91% | -3.55% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -14.49% | 2024-11-11 | 2025-04-08 | 2026-01-16 | 100 | 195 |
| -12.32% | 2026-02-26 | 2026-06-04 | 2026-07-13 | 68 | 22 |
| -10.98% | 2026-07-21 | 2026-08-11 | ongoing | 15 | — |
| -9.59% | 2023-12-14 | 2024-02-07 | 2024-04-30 | 36 | 58 |
| -7.26% | 2024-07-26 | 2024-08-05 | 2024-10-29 | 6 | 60 |
| -6.47% | 2023-08-30 | 2023-09-27 | 2023-11-14 | 19 | 34 |
| -6.37% | 2026-01-21 | 2026-01-28 | 2026-02-05 | 5 | 6 |
| -4.36% | 2024-10-30 | 2024-11-01 | 2024-11-08 | 2 | 5 |
| -3.81% | 2024-05-21 | 2024-05-29 | 2024-07-11 | 5 | 29 |
| -2.46% | 2026-02-17 | 2026-02-19 | 2026-02-26 | 2 | 5 |
Worst depth first · lengths in trading days.