$45.70
+0.41 (+0.91%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.78% | Sharpe | 0.94 |
| Sortino | 1.50 |
| Beta | 0.87 | Correlation | 0.31 |
| Up capture | 134.89% | Down capture | 14.78% |
Relative Value shows 1.21 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −52.46% | Ulcer Index | 24.09 |
| MTD | 14.45% | QTD | 19.23% |
| YTD | 120.99% | Window (ann., 3.0y) | 37.89% |
| Skewness | 0.94 | Excess Kurtosis | 6.40 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.10 |
| Gain/Pain | 0.18 | Hit Rate | 51.87% |
| Win/Loss | 1.08 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.03% | -6.91% | -4.47% | -6.40% |
| CVaR (ES) | -5.59% | -8.12% | -5.65% | -7.35% |
| VaR (Cornish-Fisher) | — | — | -3.31% | -7.74% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.46% | 2024-11-11 | 2025-08-01 | 2026-05-26 | 179 | 204 |
| -18.27% | 2023-11-02 | 2023-11-22 | 2024-03-21 | 14 | 81 |
| -16.92% | 2024-03-21 | 2024-07-09 | 2024-07-16 | 74 | 5 |
| -15.21% | 2024-07-31 | 2024-08-07 | 2024-11-06 | 5 | 64 |
| -13.75% | 2026-08-07 | 2026-08-20 | ongoing | 9 | — |
| -9.68% | 2026-06-26 | 2026-07-07 | 2026-07-21 | 6 | 10 |
| -9.03% | 2023-10-17 | 2023-10-27 | 2023-11-02 | 8 | 4 |
| -8.27% | 2023-09-01 | 2023-09-13 | 2023-09-20 | 7 | 5 |
| -5.57% | 2023-09-28 | 2023-10-05 | 2023-10-10 | 5 | 3 |
| -4.16% | 2026-05-27 | 2026-06-05 | 2026-06-11 | 7 | 2 |
Worst depth first · lengths in trading days.