$32.85
+0.32 (+0.98%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.42% | Sharpe | 0.72 |
| Sortino | 1.04 |
| Beta | 0.79 | Correlation | 0.28 |
| Up capture | 101.63% | Down capture | 54.43% |
Relative Value shows 0.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.34% | Ulcer Index | 21.28 |
| MTD | −2.44% | QTD | 5.49% |
| YTD | 59.23% | Window (ann., 3.0y) | 20.43% |
| Skewness | −0.66 | Excess Kurtosis | 12.20 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.28 |
| Gain/Pain | 0.14 | Hit Rate | 49.87% |
| Win/Loss | 1.12 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.82% | -5.35% | -3.47% | -4.95% |
| CVaR (ES) | -4.71% | -8.51% | -4.37% | -5.68% |
| VaR (Cornish-Fisher) | — | — | -3.33% | -11.83% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.34% | 2024-11-06 | 2025-04-14 | 2026-04-27 | 107 | 257 |
| -24.84% | 2023-12-27 | 2024-08-07 | 2024-11-06 | 153 | 64 |
| -10.02% | 2023-09-01 | 2023-10-03 | 2023-11-02 | 21 | 22 |
| -6.43% | 2026-08-04 | 2026-08-19 | ongoing | 11 | — |
| -5.89% | 2026-05-07 | 2026-05-13 | 2026-05-26 | 4 | 8 |
| -5.48% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -5.43% | 2023-11-14 | 2023-11-30 | 2023-12-04 | 11 | 2 |
| -3.45% | 2026-06-12 | 2026-06-17 | 2026-06-23 | 3 | 3 |
| -3.33% | 2023-11-03 | 2023-11-09 | 2023-11-14 | 4 | 3 |
| -2.68% | 2026-07-16 | 2026-07-22 | 2026-07-24 | 4 | 2 |
Worst depth first · lengths in trading days.