$36.67
+0.30 (+0.82%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.81% | Sharpe | 0.37 |
| Sortino | 0.52 |
| Beta | 0.78 | Correlation | 0.50 |
| Up capture | 58.25% | Down capture | 116.91% |
Relative Value shows 0.95 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.58% | Ulcer Index | 8.26 |
| MTD | −4.16% | QTD | −3.65% |
| YTD | 1.85% | Window (ann., 3.0y) | 5.74% |
| Skewness | −0.07 | Excess Kurtosis | 1.93 |
| Omega (θ=0) | 1.06 | Tail Ratio | 0.99 |
| Gain/Pain | 0.06 | Hit Rate | 51.33% |
| Win/Loss | 0.99 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.14% | -3.76% | -2.23% | -3.16% |
| CVaR (ES) | -3.12% | -4.44% | -2.80% | -3.63% |
| VaR (Cornish-Fisher) | — | — | -2.20% | -3.85% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.58% | 2024-08-01 | 2025-04-08 | 2025-11-07 | 171 | 148 |
| -13.96% | 2023-09-07 | 2023-10-25 | 2023-12-04 | 34 | 27 |
| -13.49% | 2026-07-16 | 2026-08-20 | ongoing | 25 | — |
| -12.36% | 2024-01-02 | 2024-04-26 | 2024-07-18 | 80 | 56 |
| -9.44% | 2026-03-02 | 2026-03-25 | 2026-04-17 | 17 | 16 |
| -8.45% | 2026-04-20 | 2026-06-03 | 2026-07-15 | 31 | 25 |
| -6.50% | 2025-11-11 | 2026-01-23 | 2026-02-05 | 49 | 9 |
| -5.45% | 2026-02-10 | 2026-02-12 | 2026-02-20 | 2 | 5 |
| -2.45% | 2026-02-20 | 2026-02-25 | 2026-03-02 | 3 | 3 |
| -2.18% | 2024-07-23 | 2024-07-25 | 2024-07-26 | 2 | 1 |
Worst depth first · lengths in trading days.