$40.47
-0.20 (-0.49%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 41.88% | Sharpe | −0.12 |
| Sortino | −0.19 |
| Beta | 1.86 | Correlation | 0.62 |
| Up capture | 107.92% | Down capture | 390.94% |
Relative Value shows 1.34 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −61.99% | Ulcer Index | 36.94 |
| MTD | −0.27% | QTD | 18.65% |
| YTD | 11.27% | Window (ann., 3.0y) | −12.74% |
| Skewness | 1.77 | Excess Kurtosis | 19.79 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.07 |
| Gain/Pain | −0.02 | Hit Rate | 46.40% |
| Win/Loss | 1.11 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.71% | -6.04% | -4.36% | -6.16% |
| CVaR (ES) | -5.29% | -8.76% | -5.46% | -7.05% |
| VaR (Cornish-Fisher) | — | — | -1.82% | -11.80% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -61.99% | 2023-08-23 | 2025-04-11 | ongoing | 410 | — |
Worst depth first · lengths in trading days.