$42.02
-0.08 (-0.19%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.89% | Sharpe | 0.97 |
| Sortino | 1.56 |
| Beta | 0.68 | Correlation | 0.34 |
| Up capture | 113.20% | Down capture | 49.56% |
Relative Value shows 0.67 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.92% | Ulcer Index | 12.73 |
| MTD | −0.98% | QTD | 3.63% |
| YTD | 21.37% | Window (ann., 3.0y) | 26.73% |
| Skewness | 0.73 | Excess Kurtosis | 4.95 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.25 |
| Gain/Pain | 0.20 | Hit Rate | 48.27% |
| Win/Loss | 1.24 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.46% | -4.27% | -2.88% | -4.12% |
| CVaR (ES) | -3.67% | -5.36% | -3.64% | -4.74% |
| VaR (Cornish-Fisher) | — | — | -2.30% | -4.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.92% | 2024-11-12 | 2025-04-11 | 2026-06-12 | 102 | 291 |
| -15.01% | 2023-12-28 | 2024-04-12 | 2024-07-15 | 72 | 63 |
| -12.88% | 2023-08-21 | 2023-09-07 | 2023-11-03 | 12 | 41 |
| -11.47% | 2024-07-30 | 2024-08-07 | 2024-08-23 | 6 | 12 |
| -5.11% | 2024-09-19 | 2024-10-02 | 2024-10-15 | 9 | 9 |
| -4.99% | 2023-11-14 | 2023-11-21 | 2023-12-01 | 5 | 7 |
| -4.99% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -4.21% | 2023-11-03 | 2023-11-09 | 2023-11-14 | 4 | 3 |
| -4.05% | 2024-08-30 | 2024-09-06 | 2024-09-19 | 4 | 9 |
| -3.96% | 2026-08-13 | 2026-08-19 | ongoing | 4 | — |
Worst depth first · lengths in trading days.