$32.32
-0.38 (-1.16%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.22% | Sharpe | 0.23 |
| Sortino | 0.33 |
| Beta | 1.07 | Correlation | 0.43 |
| Up capture | 69.44% | Down capture | 155.85% |
Relative Value shows 1.23 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −41.74% | Ulcer Index | 24.75 |
| MTD | 5.11% | QTD | 3.69% |
| YTD | 19.58% | Window (ann., 3.0y) | 2.27% |
| Skewness | −0.03 | Excess Kurtosis | 2.08 |
| Omega (θ=0) | 1.04 | Tail Ratio | 0.98 |
| Gain/Pain | 0.04 | Hit Rate | 48.60% |
| Win/Loss | 1.07 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.18% | -4.48% | -3.21% | -4.55% |
| CVaR (ES) | -4.18% | -6.12% | -4.03% | -5.21% |
| VaR (Cornish-Fisher) | — | — | -3.14% | -5.55% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -41.74% | 2023-12-27 | 2026-02-12 | ongoing | 533 | — |
| -18.24% | 2023-08-29 | 2023-10-25 | 2023-11-27 | 40 | 22 |
| -1.43% | 2023-12-04 | 2023-12-05 | 2023-12-07 | 1 | 2 |
| -1.27% | 2023-12-11 | 2023-12-12 | 2023-12-13 | 1 | 1 |
| -0.81% | 2023-12-14 | 2023-12-15 | 2023-12-19 | 1 | 2 |
| -0.76% | 2023-08-24 | 2023-08-25 | 2023-08-28 | 1 | 1 |
| -0.58% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -0.44% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.