$46.08
+0.37 (+0.81%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.89% | Sharpe | 0.50 |
| Sortino | 0.75 |
| Beta | 1.72 | Correlation | 0.58 |
| Up capture | 187.66% | Down capture | 376.06% |
Relative Value shows 1.17 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −60.21% | Ulcer Index | 24.21 |
| MTD | −0.00% | QTD | 9.45% |
| YTD | 11.87% | Window (ann., 3.0y) | 12.93% |
| Skewness | 0.36 | Excess Kurtosis | 7.82 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.02 |
| Gain/Pain | 0.10 | Hit Rate | 49.07% |
| Win/Loss | 1.12 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.58% | -7.34% | -4.16% | -5.91% |
| CVaR (ES) | -5.61% | -9.74% | -5.23% | -6.78% |
| VaR (Cornish-Fisher) | — | — | -3.48% | -9.80% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -60.21% | 2024-10-01 | 2025-04-16 | 2026-07-30 | 135 | 319 |
| -12.74% | 2024-02-23 | 2024-04-18 | 2024-05-31 | 38 | 30 |
| -11.52% | 2023-09-01 | 2023-09-26 | 2023-11-14 | 16 | 35 |
| -8.27% | 2024-07-31 | 2024-08-05 | 2024-09-13 | 3 | 28 |
| -7.80% | 2024-06-06 | 2024-07-01 | 2024-07-31 | 16 | 21 |
| -7.50% | 2024-01-29 | 2024-02-07 | 2024-02-15 | 7 | 6 |
| -6.85% | 2026-08-05 | 2026-08-20 | ongoing | 11 | — |
| -6.72% | 2023-12-26 | 2024-01-04 | 2024-01-29 | 6 | 16 |
| -3.66% | 2026-07-30 | 2026-07-31 | 2026-08-04 | 1 | 2 |
| -3.25% | 2023-12-04 | 2023-12-06 | 2023-12-11 | 2 | 3 |
Worst depth first · lengths in trading days.