$46.11
-0.32 (-0.69%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.55% | Sharpe | 0.38 |
| Sortino | 0.53 |
| Beta | 0.48 | Correlation | 0.17 |
| Up capture | 85.57% | Down capture | 134.28% |
Relative Value shows −0.05 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −49.54% | Ulcer Index | 20.21 |
| MTD | −1.91% | QTD | 15.74% |
| YTD | −35.88% | Window (ann., 3.0y) | 7.12% |
| Skewness | −0.25 | Excess Kurtosis | 6.65 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.15 |
| Gain/Pain | 0.07 | Hit Rate | 51.27% |
| Win/Loss | 1.01 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.52% | -6.44% | -4.14% | -5.88% |
| CVaR (ES) | -5.77% | -10.74% | -5.21% | -6.75% |
| VaR (Cornish-Fisher) | — | — | -3.98% | -10.27% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.54% | 2026-01-12 | 2026-06-30 | ongoing | 110 | — |
| -31.08% | 2024-05-20 | 2024-08-02 | 2024-09-27 | 51 | 39 |
| -30.10% | 2024-12-09 | 2025-04-08 | 2025-08-28 | 81 | 98 |
| -20.53% | 2023-09-01 | 2023-10-20 | 2024-02-14 | 34 | 79 |
| -15.24% | 2024-10-04 | 2024-10-17 | 2024-11-07 | 9 | 15 |
| -13.06% | 2024-11-07 | 2024-11-15 | 2024-12-06 | 6 | 14 |
| -11.21% | 2025-09-19 | 2025-11-26 | 2026-01-12 | 48 | 30 |
| -10.69% | 2024-02-23 | 2024-03-05 | 2024-04-02 | 7 | 19 |
| -5.06% | 2025-08-28 | 2025-09-03 | 2025-09-16 | 3 | 9 |
| -4.62% | 2024-04-26 | 2024-04-30 | 2024-05-02 | 2 | 2 |
Worst depth first · lengths in trading days.