$39.27
-0.16 (-0.41%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 18.63% | Sharpe | 0.55 |
| Sortino | 0.81 |
| Beta | 0.32 | Correlation | 0.28 |
| Up capture | 35.27% | Down capture | 11.80% |
Relative Value shows 0.49 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −15.78% | Ulcer Index | 7.41 |
| MTD | −7.58% | QTD | −5.65% |
| YTD | 12.28% | Window (ann., 3.0y) | 8.77% |
| Skewness | 0.13 | Excess Kurtosis | 1.23 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.07 |
| Gain/Pain | 0.09 | Hit Rate | 49.33% |
| Win/Loss | 1.11 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.81% | -2.75% | -1.89% | -2.69% |
| CVaR (ES) | -2.41% | -3.38% | -2.38% | -3.09% |
| VaR (Cornish-Fisher) | — | — | -1.82% | -2.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -15.78% | 2023-12-14 | 2024-05-29 | 2024-08-23 | 113 | 60 |
| -15.07% | 2024-11-27 | 2025-08-08 | 2026-02-13 | 172 | 130 |
| -10.77% | 2026-07-17 | 2026-08-21 | ongoing | 25 | — |
| -7.79% | 2023-09-15 | 2023-10-03 | 2023-10-31 | 12 | 20 |
| -7.51% | 2024-09-16 | 2024-10-10 | 2024-11-06 | 18 | 19 |
| -7.18% | 2026-03-02 | 2026-03-20 | 2026-04-17 | 14 | 19 |
| -6.66% | 2023-10-31 | 2023-11-09 | 2023-11-20 | 7 | 7 |
| -4.58% | 2026-05-27 | 2026-06-03 | 2026-06-11 | 5 | 3 |
| -3.41% | 2026-04-17 | 2026-04-22 | 2026-04-27 | 3 | 3 |
| -3.30% | 2026-06-12 | 2026-06-17 | 2026-06-24 | 3 | 4 |
Worst depth first · lengths in trading days.