$40.76
+0.55 (+1.37%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.61% | Sharpe | −0.60 |
| Sortino | −0.79 |
| Beta | 0.67 | Correlation | 0.29 |
| Up capture | −3.50% | Down capture | 235.11% |
Relative Value shows 1.11 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −66.30% | Ulcer Index | 40.07 |
| MTD | −2.28% | QTD | −0.71% |
| YTD | −35.02% | Window (ann., 3.0y) | −25.02% |
| Skewness | −1.16 | Excess Kurtosis | 15.90 |
| Omega (θ=0) | 0.89 | Tail Ratio | 1.02 |
| Gain/Pain | −0.11 | Hit Rate | 47.47% |
| Win/Loss | 0.98 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.00% | -6.12% | -3.88% | -5.45% |
| CVaR (ES) | -5.37% | -11.78% | -4.84% | -6.23% |
| VaR (Cornish-Fisher) | — | — | -3.85% | -14.82% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -66.30% | 2023-12-19 | 2026-08-17 | ongoing | 662 | — |
| -12.77% | 2023-08-21 | 2023-09-27 | 2023-10-17 | 26 | 14 |
| -6.85% | 2023-10-24 | 2023-10-27 | 2023-11-03 | 3 | 5 |
| -4.74% | 2023-11-08 | 2023-11-13 | 2023-11-29 | 3 | 11 |
| -1.12% | 2023-12-06 | 2023-12-07 | 2023-12-11 | 1 | 2 |
| -1.06% | 2023-10-18 | 2023-10-20 | 2023-10-24 | 2 | 2 |
| -0.34% | 2023-12-15 | 2023-12-18 | 2023-12-19 | 1 | 1 |
| -0.12% | 2023-12-13 | 2023-12-14 | 2023-12-15 | 1 | 1 |
| -0.09% | 2023-11-29 | 2023-11-30 | 2023-12-01 | 1 | 1 |
Worst depth first · lengths in trading days.