$46.61
-0.14 (-0.30%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.72% | Sharpe | 1.15 |
| Sortino | 1.72 |
| Beta | 0.07 | Correlation | 0.05 |
| Up capture | 58.56% | Down capture | −46.50% |
Relative Value shows 0.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −15.47% | Ulcer Index | 6.13 |
| MTD | −6.69% | QTD | −0.91% |
| YTD | 9.72% | Window (ann., 3.0y) | 24.08% |
| Skewness | −0.00 | Excess Kurtosis | 2.73 |
| Omega (θ=0) | 1.22 | Tail Ratio | 1.10 |
| Gain/Pain | 0.22 | Hit Rate | 53.60% |
| Win/Loss | 1.03 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.96% | -3.41% | -2.05% | -2.94% |
| CVaR (ES) | -2.85% | -4.34% | -2.60% | -3.38% |
| VaR (Cornish-Fisher) | — | — | -1.98% | -3.78% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -15.47% | 2023-10-17 | 2024-02-05 | 2024-05-31 | 75 | 81 |
| -13.52% | 2024-10-30 | 2025-01-29 | 2025-08-04 | 60 | 128 |
| -10.86% | 2026-05-20 | 2026-06-04 | 2026-07-02 | 10 | 16 |
| -10.69% | 2026-07-24 | 2026-08-11 | ongoing | 12 | — |
| -9.46% | 2026-03-12 | 2026-03-31 | 2026-05-13 | 13 | 30 |
| -9.07% | 2025-09-08 | 2025-10-13 | 2025-11-04 | 25 | 16 |
| -6.71% | 2025-12-02 | 2026-02-03 | 2026-02-10 | 42 | 5 |
| -5.01% | 2023-09-25 | 2023-10-03 | 2023-10-10 | 6 | 5 |
| -4.70% | 2024-09-18 | 2024-10-04 | 2024-10-18 | 12 | 10 |
| -4.02% | 2024-06-04 | 2024-06-11 | 2024-06-21 | 5 | 7 |
Worst depth first · lengths in trading days.