$45.49
+0.20 (+0.44%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.47% | Sharpe | 1.04 |
| Sortino | 1.63 |
| Beta | 0.82 | Correlation | 0.41 |
| Up capture | 138.25% | Down capture | 81.83% |
Relative Value shows 0.66 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.88% | Ulcer Index | 10.09 |
| MTD | 3.76% | QTD | 12.60% |
| YTD | 19.68% | Window (ann., 3.0y) | 32.81% |
| Skewness | 0.42 | Excess Kurtosis | 2.13 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.13 |
| Gain/Pain | 0.19 | Hit Rate | 50.27% |
| Win/Loss | 1.15 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.09% | -4.65% | -3.23% | -4.62% |
| CVaR (ES) | -4.06% | -5.62% | -4.09% | -5.32% |
| VaR (Cornish-Fisher) | — | — | -2.89% | -4.88% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.88% | 2025-02-06 | 2025-04-10 | 2025-07-29 | 44 | 74 |
| -23.97% | 2023-08-23 | 2023-10-27 | 2023-12-14 | 46 | 33 |
| -17.09% | 2024-12-11 | 2025-01-10 | 2025-02-05 | 19 | 17 |
| -16.23% | 2024-07-25 | 2024-08-06 | 2024-08-26 | 8 | 14 |
| -16.06% | 2026-02-06 | 2026-03-18 | 2026-07-28 | 27 | 87 |
| -12.78% | 2024-05-22 | 2024-06-14 | 2024-07-11 | 16 | 17 |
| -12.07% | 2025-09-18 | 2025-11-18 | 2025-12-18 | 43 | 21 |
| -11.03% | 2023-12-27 | 2024-04-17 | 2024-05-02 | 76 | 11 |
| -10.08% | 2024-09-19 | 2024-10-03 | 2024-10-16 | 10 | 9 |
| -9.72% | 2025-12-18 | 2026-01-02 | 2026-01-22 | 9 | 13 |
Worst depth first · lengths in trading days.