$32.25
+1.01 (+3.23%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.03% | Sharpe | 0.59 |
| Sortino | 0.83 |
| Beta | −0.14 | Correlation | −0.06 |
| Up capture | 43.80% | Down capture | −58.76% |
Relative Value shows 0.30 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −49.20% | Ulcer Index | 19.79 |
| MTD | 17.87% | QTD | 14.73% |
| YTD | −17.29% | Window (ann., 3.0y) | 14.41% |
| Skewness | −0.49 | Excess Kurtosis | 5.50 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.01 |
| Gain/Pain | 0.11 | Hit Rate | 52.40% |
| Win/Loss | 0.97 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.10% | -4.84% | -3.14% | -4.47% |
| CVaR (ES) | -4.45% | -7.02% | -3.96% | -5.14% |
| VaR (Cornish-Fisher) | — | — | -3.19% | -7.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.20% | 2025-04-30 | 2026-08-10 | ongoing | 317 | — |
| -17.28% | 2024-11-08 | 2025-01-21 | 2025-02-14 | 47 | 18 |
| -13.33% | 2024-08-30 | 2024-09-13 | 2024-10-01 | 9 | 12 |
| -11.98% | 2025-03-10 | 2025-03-21 | 2025-04-01 | 9 | 7 |
| -11.43% | 2024-05-14 | 2024-06-07 | 2024-07-02 | 17 | 16 |
| -11.25% | 2023-08-21 | 2023-10-02 | 2023-10-31 | 29 | 21 |
| -9.46% | 2024-10-01 | 2024-10-03 | 2024-10-31 | 2 | 20 |
| -6.85% | 2024-01-08 | 2024-02-06 | 2024-02-20 | 20 | 9 |
| -5.23% | 2024-08-14 | 2024-08-16 | 2024-08-29 | 2 | 9 |
| -4.55% | 2023-11-14 | 2023-11-29 | 2023-12-13 | 10 | 10 |
Worst depth first · lengths in trading days.