$50.38
+0.18 (+0.36%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.91% | Sharpe | 0.91 |
| Sortino | 1.42 |
| Beta | 0.85 | Correlation | 0.38 |
| Up capture | 129.14% | Down capture | 119.49% |
Relative Value shows 0.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.08% | Ulcer Index | 10.60 |
| MTD | −3.39% | QTD | 2.65% |
| YTD | 30.19% | Window (ann., 3.0y) | 24.58% |
| Skewness | 0.70 | Excess Kurtosis | 6.49 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.16 |
| Gain/Pain | 0.17 | Hit Rate | 49.60% |
| Win/Loss | 1.18 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.54% | -4.88% | -2.89% | -4.13% |
| CVaR (ES) | -3.90% | -5.80% | -3.65% | -4.75% |
| VaR (Cornish-Fisher) | — | — | -2.27% | -5.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.08% | 2024-07-26 | 2025-04-11 | 2026-02-03 | 178 | 203 |
| -18.08% | 2024-01-29 | 2024-04-16 | 2024-07-11 | 54 | 59 |
| -13.74% | 2023-09-01 | 2023-10-24 | 2023-11-14 | 36 | 15 |
| -11.39% | 2026-02-20 | 2026-03-18 | 2026-05-05 | 18 | 33 |
| -6.19% | 2023-12-27 | 2024-01-16 | 2024-01-22 | 12 | 4 |
| -6.09% | 2026-07-28 | 2026-08-19 | ongoing | 16 | — |
| -4.08% | 2023-11-14 | 2023-11-30 | 2023-12-01 | 11 | 1 |
| -3.55% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -2.80% | 2026-05-26 | 2026-06-03 | 2026-06-05 | 6 | 2 |
| -2.72% | 2026-06-12 | 2026-06-17 | 2026-06-23 | 2 | 3 |
Worst depth first · lengths in trading days.