$40.14
+0.16 (+0.40%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 44.24% | Sharpe | 0.24 |
| Sortino | 0.33 |
| Beta | 0.79 | Correlation | 0.30 |
| Up capture | 64.41% | Down capture | 138.95% |
Relative Value shows 1.02 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.25% | Ulcer Index | 31.25 |
| MTD | −1.25% | QTD | −12.74% |
| YTD | 36.92% | Window (ann., 3.0y) | 0.60% |
| Skewness | −0.29 | Excess Kurtosis | 15.83 |
| Omega (θ=0) | 1.05 | Tail Ratio | 1.02 |
| Gain/Pain | 0.05 | Hit Rate | 52.00% |
| Win/Loss | 0.96 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.64% | -7.64% | -4.54% | -6.44% |
| CVaR (ES) | -6.51% | -12.77% | -5.71% | -7.39% |
| VaR (Cornish-Fisher) | — | — | -3.88% | -17.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.25% | 2023-08-29 | 2025-04-16 | 2026-04-23 | 409 | 255 |
| -15.72% | 2026-07-01 | 2026-08-06 | ongoing | 25 | — |
| -7.48% | 2026-04-23 | 2026-05-13 | 2026-06-01 | 14 | 12 |
| -3.70% | 2026-06-11 | 2026-06-16 | 2026-06-26 | 2 | 7 |
| -1.95% | 2026-06-04 | 2026-06-08 | 2026-06-11 | 2 | 1 |
| -1.57% | 2026-06-01 | 2026-06-03 | 2026-06-04 | 2 | 1 |
| -0.37% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -0.22% | 2026-06-29 | 2026-06-30 | 2026-07-01 | 1 | 1 |
Worst depth first · lengths in trading days.