$34.81
-0.53 (-1.50%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.92% | Sharpe | 0.60 |
| Sortino | 0.87 |
| Beta | 1.05 | Correlation | 0.35 |
| Up capture | 100.63% | Down capture | 83.14% |
Relative Value shows 0.95 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.07% | Ulcer Index | 25.67 |
| MTD | −8.83% | QTD | −11.45% |
| YTD | 71.25% | Window (ann., 3.0y) | 16.44% |
| Skewness | −0.13 | Excess Kurtosis | 6.51 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.13 |
| Gain/Pain | 0.11 | Hit Rate | 50.40% |
| Win/Loss | 1.08 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.20% | -4.86% | -3.74% | -5.32% |
| CVaR (ES) | -4.93% | -8.80% | -4.71% | -6.11% |
| VaR (Cornish-Fisher) | — | — | -3.52% | -9.07% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.07% | 2023-12-21 | 2025-04-15 | 2026-04-09 | 328 | 246 |
| -12.49% | 2026-07-16 | 2026-08-21 | ongoing | 26 | — |
| -11.80% | 2023-10-17 | 2023-12-01 | 2023-12-14 | 32 | 9 |
| -9.44% | 2026-04-21 | 2026-05-19 | 2026-05-26 | 20 | 4 |
| -9.08% | 2023-09-08 | 2023-09-26 | 2023-10-02 | 12 | 4 |
| -7.20% | 2026-06-26 | 2026-07-08 | 2026-07-16 | 7 | 6 |
| -4.83% | 2023-10-11 | 2023-10-13 | 2023-10-17 | 2 | 2 |
| -4.81% | 2026-05-29 | 2026-06-03 | 2026-06-11 | 3 | 4 |
| -4.31% | 2023-08-21 | 2023-08-22 | 2023-08-31 | 1 | 7 |
| -4.08% | 2026-06-12 | 2026-06-16 | 2026-06-22 | 1 | 3 |
Worst depth first · lengths in trading days.