$43.41
+0.00 (+0.00%)
USD · as of 2026-07-22 · marketstack
stale quote — last trade 2026-07-22
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.68% | Sharpe | 0.57 |
| Sortino | 0.97 |
| Beta | 0.86 | Correlation | 0.35 |
| Up capture | 97.32% | Down capture | 82.49% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −39.08% | Ulcer Index | 20.08 |
| MTD | −2.38% | QTD | −2.38% |
| YTD | 58.75% | Window (ann., 3.0y) | 14.43% |
| Skewness | 4.17 | Excess Kurtosis | 59.89 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.06 |
| Gain/Pain | 0.12 | Hit Rate | 51.47% |
| Win/Loss | 1.03 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.49% | -4.81% | -3.31% | -4.72% |
| CVaR (ES) | -3.90% | -5.61% | -4.17% | -5.41% |
| VaR (Cornish-Fisher) | — | — | 2.29% | -13.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.08% | 2024-09-23 | 2025-12-23 | 2026-06-11 | 314 | 114 |
| -18.48% | 2023-09-15 | 2023-10-27 | 2023-12-04 | 30 | 25 |
| -16.59% | 2024-01-02 | 2024-05-29 | 2024-06-18 | 102 | 14 |
| -8.42% | 2023-07-21 | 2023-08-10 | 2023-09-14 | 14 | 24 |
| -8.27% | 2024-07-17 | 2024-08-07 | 2024-08-27 | 15 | 14 |
| -6.12% | 2024-06-24 | 2024-07-10 | 2024-07-12 | 11 | 2 |
| -5.71% | 2026-07-02 | 2026-07-21 | ongoing | 12 | — |
| -3.37% | 2026-06-12 | 2026-06-17 | 2026-06-26 | 3 | 6 |
| -2.11% | 2026-06-26 | 2026-06-30 | 2026-07-02 | 2 | 2 |
| -1.52% | 2024-08-30 | 2024-09-05 | 2024-09-09 | 3 | 2 |
Worst depth first · lengths in trading days.