$44.75
+0.87 (+1.98%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.77% | Sharpe | −0.09 |
| Sortino | −0.15 |
| Beta | 0.75 | Correlation | 0.24 |
| Up capture | 65.74% | Down capture | 242.85% |
Relative Value shows 0.78 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −72.15% | Ulcer Index | 42.49 |
| MTD | 18.39% | QTD | 45.77% |
| YTD | 72.74% | Window (ann., 3.0y) | −11.52% |
| Skewness | 2.04 | Excess Kurtosis | 18.97 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.01 |
| Gain/Pain | −0.02 | Hit Rate | 47.60% |
| Win/Loss | 1.07 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.65% | -7.10% | -4.34% | -6.14% |
| CVaR (ES) | -5.55% | -7.60% | -5.44% | -7.03% |
| VaR (Cornish-Fisher) | — | — | -1.60% | -9.73% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -72.15% | 2023-12-28 | 2026-03-16 | ongoing | 553 | — |
| -6.45% | 2023-10-12 | 2023-10-24 | 2023-11-14 | 8 | 15 |
| -5.29% | 2023-08-30 | 2023-09-26 | 2023-10-09 | 18 | 9 |
| -2.87% | 2023-12-04 | 2023-12-05 | 2023-12-14 | 1 | 7 |
| -1.91% | 2023-11-20 | 2023-11-28 | 2023-11-30 | 5 | 2 |
| -1.41% | 2023-12-19 | 2023-12-20 | 2023-12-26 | 1 | 3 |
| -0.87% | 2023-11-14 | 2023-11-16 | 2023-11-17 | 2 | 1 |
| -0.76% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -0.39% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
Worst depth first · lengths in trading days.