$42.94
+0.33 (+0.77%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.59% | Sharpe | −0.24 |
| Sortino | −0.33 |
| Beta | 0.38 | Correlation | 0.21 |
| Up capture | 21.08% | Down capture | 139.52% |
Relative Value shows 0.44 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −38.80% | Ulcer Index | 21.28 |
| MTD | 3.32% | QTD | 10.22% |
| YTD | −5.95% | Window (ann., 3.0y) | −8.83% |
| Skewness | −0.09 | Excess Kurtosis | 4.03 |
| Omega (θ=0) | 0.96 | Tail Ratio | 0.95 |
| Gain/Pain | −0.04 | Hit Rate | 51.20% |
| Win/Loss | 0.91 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.48% | -4.27% | -2.68% | -3.77% |
| CVaR (ES) | -3.60% | -5.64% | -3.35% | -4.32% |
| VaR (Cornish-Fisher) | — | — | -2.59% | -5.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.80% | 2024-04-02 | 2026-06-04 | ongoing | 545 | — |
| -12.40% | 2023-09-11 | 2023-10-27 | 2024-03-07 | 34 | 89 |
| -2.30% | 2023-08-31 | 2023-09-06 | 2023-09-08 | 3 | 2 |
| -1.71% | 2024-03-19 | 2024-03-20 | 2024-04-02 | 1 | 8 |
| -0.58% | 2024-03-11 | 2024-03-12 | 2024-03-13 | 1 | 1 |
| -0.51% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.43% | 2023-08-23 | 2023-08-24 | 2023-08-25 | 1 | 1 |
| -0.42% | 2024-03-13 | 2024-03-14 | 2024-03-15 | 1 | 1 |
| -0.32% | 2023-08-29 | 2023-08-30 | 2023-08-31 | 1 | 1 |
| -0.03% | 2024-03-15 | 2024-03-18 | 2024-03-19 | 1 | 1 |
Worst depth first · lengths in trading days.