$35.49
-0.03 (-0.08%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.88% | Sharpe | 1.13 |
| Sortino | 1.73 |
| Beta | 0.71 | Correlation | 0.20 |
| Up capture | 132.34% | Down capture | −111.73% |
Relative Value shows 0.44 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −40.89% | Ulcer Index | 12.86 |
| MTD | −3.14% | QTD | −17.73% |
| YTD | 6.15% | Window (ann., 3.0y) | 49.65% |
| Skewness | 0.48 | Excess Kurtosis | 4.21 |
| Omega (θ=0) | 1.22 | Tail Ratio | 0.99 |
| Gain/Pain | 0.22 | Hit Rate | 54.40% |
| Win/Loss | 1.02 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.23% | -6.53% | -4.45% | -6.38% |
| CVaR (ES) | -5.93% | -8.03% | -5.63% | -7.33% |
| VaR (Cornish-Fisher) | — | — | -3.81% | -7.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.89% | 2025-01-21 | 2025-04-08 | 2025-11-10 | 54 | 149 |
| -28.59% | 2024-04-24 | 2024-08-05 | 2024-11-11 | 70 | 69 |
| -20.19% | 2026-06-23 | 2026-08-19 | ongoing | 40 | — |
| -18.26% | 2023-11-27 | 2023-12-15 | 2023-12-27 | 14 | 7 |
| -14.15% | 2024-12-02 | 2024-12-18 | 2025-01-17 | 12 | 19 |
| -13.68% | 2023-12-29 | 2024-01-17 | 2024-02-27 | 11 | 28 |
| -13.45% | 2023-09-27 | 2023-10-05 | 2023-11-15 | 6 | 29 |
| -9.82% | 2026-05-18 | 2026-05-29 | 2026-06-23 | 8 | 13 |
| -8.74% | 2026-03-04 | 2026-03-13 | 2026-03-19 | 7 | 4 |
| -8.19% | 2026-03-25 | 2026-04-20 | 2026-04-29 | 17 | 7 |
Worst depth first · lengths in trading days.