$44.67
+0.28 (+0.63%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.32% | Sharpe | 0.90 |
| Sortino | 1.72 |
| Beta | 0.52 | Correlation | 0.18 |
| Up capture | 104.75% | Down capture | −31.43% |
Relative Value shows 0.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −41.59% | Ulcer Index | 18.19 |
| MTD | 3.79% | QTD | −1.06% |
| YTD | 38.21% | Window (ann., 3.0y) | 34.57% |
| Skewness | 5.14 | Excess Kurtosis | 62.54 |
| Omega (θ=0) | 1.21 | Tail Ratio | 0.91 |
| Gain/Pain | 0.21 | Hit Rate | 51.20% |
| Win/Loss | 1.13 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.44% | -5.07% | -4.23% | -6.05% |
| CVaR (ES) | -4.55% | -5.97% | -5.35% | -6.95% |
| VaR (Cornish-Fisher) | — | — | 4.35% | -8.45% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -41.59% | 2024-04-02 | 2025-04-08 | 2025-08-22 | 255 | 94 |
| -17.47% | 2026-05-04 | 2026-07-29 | ongoing | 56 | — |
| -16.83% | 2023-11-30 | 2023-12-12 | 2024-03-28 | 8 | 73 |
| -13.06% | 2023-08-29 | 2023-10-13 | 2023-11-30 | 32 | 33 |
| -9.83% | 2026-03-27 | 2026-04-14 | 2026-04-29 | 11 | 11 |
| -9.10% | 2025-12-04 | 2026-01-07 | 2026-02-06 | 22 | 21 |
| -7.82% | 2026-02-11 | 2026-02-12 | 2026-02-26 | 1 | 9 |
| -7.14% | 2025-10-15 | 2025-10-21 | 2025-11-11 | 4 | 15 |
| -6.16% | 2025-08-28 | 2025-09-17 | 2025-10-14 | 13 | 19 |
| -6.02% | 2025-11-11 | 2025-11-20 | 2025-12-04 | 7 | 9 |
Worst depth first · lengths in trading days.