$34.38
+0.27 (+0.79%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.84% | Sharpe | −0.01 |
| Sortino | −0.01 |
| Beta | 1.49 | Correlation | 0.49 |
| Up capture | 50.28% | Down capture | 178.23% |
Relative Value shows 0.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −69.09% | Ulcer Index | 34.20 |
| MTD | 5.33% | QTD | −6.78% |
| YTD | 46.11% | Window (ann., 3.0y) | −8.64% |
| Skewness | −0.22 | Excess Kurtosis | 4.79 |
| Omega (θ=0) | 1.00 | Tail Ratio | 0.99 |
| Gain/Pain | −0.00 | Hit Rate | 49.73% |
| Win/Loss | 1.00 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.88% | -8.37% | -4.34% | -6.13% |
| CVaR (ES) | -6.33% | -10.63% | -5.44% | -7.03% |
| VaR (Cornish-Fisher) | — | — | -4.25% | -9.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -69.09% | 2024-02-09 | 2026-04-10 | ongoing | 540 | — |
| -24.56% | 2023-09-18 | 2023-11-02 | 2023-12-22 | 33 | 35 |
| -9.76% | 2023-12-26 | 2024-01-05 | 2024-01-22 | 7 | 10 |
| -5.10% | 2023-08-21 | 2023-08-24 | 2023-08-31 | 3 | 5 |
| -3.93% | 2023-09-06 | 2023-09-08 | 2023-09-13 | 2 | 3 |
| -2.35% | 2024-01-30 | 2024-02-05 | 2024-02-07 | 4 | 2 |
| -2.04% | 2023-09-14 | 2023-09-15 | 2023-09-18 | 1 | 1 |
| -1.16% | 2024-01-23 | 2024-01-26 | 2024-01-29 | 3 | 1 |
| -0.35% | 2023-08-31 | 2023-09-05 | 2023-09-06 | 2 | 1 |
Worst depth first · lengths in trading days.