$34.62
-0.12 (-0.35%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.83% | Sharpe | 0.68 |
| Sortino | 1.04 |
| Beta | 1.14 | Correlation | 0.53 |
| Up capture | 117.39% | Down capture | 162.59% |
Relative Value shows 0.85 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.81% | Ulcer Index | 11.44 |
| MTD | −0.35% | QTD | 4.12% |
| YTD | 10.88% | Window (ann., 3.0y) | 17.51% |
| Skewness | 0.46 | Excess Kurtosis | 3.93 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.21 |
| Gain/Pain | 0.13 | Hit Rate | 49.33% |
| Win/Loss | 1.15 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.76% | -4.62% | -3.11% | -4.43% |
| CVaR (ES) | -4.06% | -6.35% | -3.92% | -5.09% |
| VaR (Cornish-Fisher) | — | — | -2.69% | -5.41% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.81% | 2024-11-25 | 2025-04-10 | 2025-08-22 | 92 | 92 |
| -24.13% | 2023-12-14 | 2024-04-16 | 2024-11-06 | 83 | 142 |
| -18.57% | 2023-09-01 | 2023-10-24 | 2023-11-15 | 36 | 16 |
| -16.26% | 2026-02-06 | 2026-03-18 | 2026-08-03 | 27 | 91 |
| -9.21% | 2025-10-07 | 2025-10-16 | 2025-12-01 | 7 | 31 |
| -5.18% | 2023-11-15 | 2023-11-21 | 2023-12-01 | 4 | 7 |
| -4.18% | 2026-08-14 | 2026-08-21 | ongoing | 5 | — |
| -4.05% | 2026-01-22 | 2026-01-23 | 2026-02-06 | 1 | 10 |
| -4.04% | 2024-11-06 | 2024-11-07 | 2024-11-22 | 1 | 11 |
| -3.92% | 2025-12-15 | 2025-12-30 | 2026-01-08 | 10 | 6 |
Worst depth first · lengths in trading days.