$41.00
-0.14 (-0.34%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 39.68% | Sharpe | 0.48 |
| Sortino | 0.73 |
| Beta | 0.06 | Correlation | 0.02 |
| Up capture | 29.27% | Down capture | −69.74% |
Relative Value shows 0.43 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.24% | Ulcer Index | 14.77 |
| MTD | −13.50% | QTD | −18.08% |
| YTD | −15.59% | Window (ann., 3.0y) | 11.79% |
| Skewness | 0.54 | Excess Kurtosis | 4.40 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.22 |
| Gain/Pain | 0.09 | Hit Rate | 48.60% |
| Win/Loss | 1.12 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.57% | -5.59% | -4.04% | -5.74% |
| CVaR (ES) | -4.98% | -7.81% | -5.08% | -6.59% |
| VaR (Cornish-Fisher) | — | — | -3.42% | -7.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.24% | 2023-12-26 | 2024-09-12 | 2025-04-09 | 180 | 143 |
| -30.66% | 2026-03-02 | 2026-08-11 | ongoing | 109 | — |
| -18.98% | 2025-06-30 | 2025-08-19 | 2025-09-24 | 35 | 25 |
| -16.53% | 2025-11-17 | 2025-12-02 | 2026-02-02 | 10 | 41 |
| -12.22% | 2025-04-16 | 2025-05-06 | 2025-06-06 | 13 | 22 |
| -10.02% | 2023-10-16 | 2023-11-07 | 2023-12-20 | 16 | 30 |
| -9.51% | 2025-09-24 | 2025-10-10 | 2025-10-16 | 12 | 4 |
| -7.69% | 2023-09-28 | 2023-10-04 | 2023-10-16 | 4 | 8 |
| -6.50% | 2025-10-20 | 2025-10-27 | 2025-11-10 | 5 | 10 |
| -6.08% | 2023-09-01 | 2023-09-11 | 2023-09-13 | 5 | 2 |
Worst depth first · lengths in trading days.