$38.61
+0.39 (+1.02%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.51% | Sharpe | 0.32 |
| Sortino | 0.48 |
| Beta | 0.85 | Correlation | 0.35 |
| Up capture | 79.52% | Down capture | 147.15% |
Relative Value shows 0.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.80% | Ulcer Index | 18.68 |
| MTD | 0.99% | QTD | −0.92% |
| YTD | 6.47% | Window (ann., 3.0y) | 5.15% |
| Skewness | 0.86 | Excess Kurtosis | 13.62 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.08 |
| Gain/Pain | 0.06 | Hit Rate | 49.20% |
| Win/Loss | 1.09 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.88% | -4.79% | -3.43% | -4.87% |
| CVaR (ES) | -4.30% | -6.87% | -4.31% | -5.58% |
| VaR (Cornish-Fisher) | — | — | -2.31% | -9.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.80% | 2024-02-15 | 2025-04-08 | 2025-08-13 | 286 | 87 |
| -22.56% | 2026-02-11 | 2026-03-20 | ongoing | 26 | — |
| -16.75% | 2023-09-01 | 2023-10-24 | 2023-12-12 | 36 | 34 |
| -12.34% | 2025-10-24 | 2025-11-20 | 2026-02-02 | 19 | 48 |
| -7.74% | 2025-10-03 | 2025-10-10 | 2025-10-23 | 5 | 9 |
| -6.05% | 2025-08-13 | 2025-08-21 | 2025-09-04 | 6 | 9 |
| -4.78% | 2023-12-14 | 2024-01-09 | 2024-01-22 | 16 | 8 |
| -3.83% | 2025-09-11 | 2025-09-22 | 2025-09-26 | 7 | 4 |
| -2.86% | 2024-02-01 | 2024-02-05 | 2024-02-15 | 2 | 8 |
| -2.12% | 2025-09-26 | 2025-09-29 | 2025-10-03 | 1 | 4 |
Worst depth first · lengths in trading days.