$45.16
-0.23 (-0.51%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.20% | Sharpe | 0.78 |
| Sortino | 1.10 |
| Beta | 0.43 | Correlation | 0.25 |
| Up capture | 80.54% | Down capture | 62.93% |
Relative Value shows 0.53 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.42% | Ulcer Index | 9.06 |
| MTD | 1.94% | QTD | 9.91% |
| YTD | 10.71% | Window (ann., 3.0y) | 17.19% |
| Skewness | −0.31 | Excess Kurtosis | 2.25 |
| Omega (θ=0) | 1.14 | Tail Ratio | 0.98 |
| Gain/Pain | 0.14 | Hit Rate | 54.19% |
| Win/Loss | 0.94 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.41% | -4.18% | -2.43% | -3.47% |
| CVaR (ES) | -3.51% | -5.34% | -3.07% | -3.99% |
| VaR (Cornish-Fisher) | — | — | -2.50% | -4.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.42% | 2024-09-16 | 2025-04-07 | 2025-06-23 | 139 | 52 |
| -18.08% | 2025-07-03 | 2025-10-16 | 2026-07-28 | 73 | 192 |
| -10.29% | 2024-01-30 | 2024-02-20 | 2024-03-28 | 14 | 27 |
| -9.67% | 2023-09-01 | 2023-10-03 | 2023-11-03 | 21 | 23 |
| -8.78% | 2024-03-28 | 2024-04-17 | 2024-05-02 | 13 | 11 |
| -7.92% | 2024-07-29 | 2024-08-05 | 2024-08-23 | 5 | 14 |
| -7.19% | 2024-05-17 | 2024-06-14 | 2024-07-02 | 19 | 11 |
| -6.62% | 2023-11-03 | 2023-11-28 | 2023-12-14 | 16 | 12 |
| -5.32% | 2024-09-04 | 2024-09-11 | 2024-09-16 | 5 | 3 |
| -3.29% | 2023-12-27 | 2024-01-09 | 2024-01-22 | 8 | 8 |
Worst depth first · lengths in trading days.