$49.42
-1.17 (-2.31%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.16% | Sharpe | 0.63 |
| Sortino | 0.89 |
| Beta | −0.04 | Correlation | −0.02 |
| Up capture | 36.66% | Down capture | −33.26% |
Relative Value shows 0.43 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −13.46% | Ulcer Index | 6.30 |
| MTD | 1.02% | QTD | 1.74% |
| YTD | 8.93% | Window (ann., 3.0y) | 12.19% |
| Skewness | −0.50 | Excess Kurtosis | 5.76 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.00 |
| Gain/Pain | 0.12 | Hit Rate | 53.33% |
| Win/Loss | 0.95 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.07% | -3.64% | -2.24% | -3.19% |
| CVaR (ES) | -3.14% | -5.31% | -2.82% | -3.66% |
| VaR (Cornish-Fisher) | — | — | -2.27% | -5.45% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -13.46% | 2026-04-09 | 2026-06-01 | ongoing | 36 | — |
| -12.63% | 2024-11-25 | 2025-01-10 | 2025-04-03 | 30 | 57 |
| -12.54% | 2023-09-15 | 2024-02-09 | 2024-07-17 | 101 | 108 |
| -9.85% | 2025-05-07 | 2025-06-20 | 2025-09-23 | 30 | 65 |
| -7.61% | 2025-04-03 | 2025-04-07 | 2025-04-22 | 2 | 10 |
| -7.36% | 2025-11-28 | 2026-01-23 | 2026-02-12 | 37 | 14 |
| -6.47% | 2024-08-01 | 2024-08-12 | 2024-08-27 | 7 | 11 |
| -5.64% | 2024-10-16 | 2024-11-04 | 2024-11-06 | 13 | 2 |
| -4.85% | 2024-09-30 | 2024-10-08 | 2024-10-16 | 6 | 6 |
| -4.47% | 2023-08-21 | 2023-09-05 | 2023-09-14 | 10 | 7 |
Worst depth first · lengths in trading days.