$37.23
+0.18 (+0.49%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.47% | Sharpe | −0.10 |
| Sortino | −0.14 |
| Beta | 1.38 | Correlation | 0.62 |
| Up capture | 96.82% | Down capture | 338.78% |
Relative Value shows 1.20 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −41.88% | Ulcer Index | 24.00 |
| MTD | −1.43% | QTD | 11.13% |
| YTD | −1.29% | Window (ann., 3.0y) | −6.22% |
| Skewness | −0.14 | Excess Kurtosis | 3.57 |
| Omega (θ=0) | 0.98 | Tail Ratio | 0.97 |
| Gain/Pain | −0.02 | Hit Rate | 49.13% |
| Win/Loss | 1.01 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.63% | -4.98% | -2.86% | -4.04% |
| CVaR (ES) | -3.90% | -6.57% | -3.58% | -4.62% |
| VaR (Cornish-Fisher) | — | — | -2.80% | -5.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -41.88% | 2023-12-14 | 2025-04-08 | ongoing | 328 | — |
| -22.23% | 2023-08-29 | 2023-10-25 | 2023-12-13 | 40 | 34 |
| -1.25% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
Worst depth first · lengths in trading days.