$38.94
-0.14 (-0.36%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.13% | Sharpe | 1.30 |
| Sortino | 2.41 |
| Beta | 2.11 | Correlation | 0.54 |
| Up capture | 265.00% | Down capture | 224.50% |
Relative Value shows 1.89 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.61% | Ulcer Index | 13.74 |
| MTD | 13.66% | QTD | 8.65% |
| YTD | 39.78% | Window (ann., 3.0y) | 58.66% |
| Skewness | 3.30 | Excess Kurtosis | 35.43 |
| Omega (θ=0) | 1.29 | Tail Ratio | 1.15 |
| Gain/Pain | 0.29 | Hit Rate | 50.40% |
| Win/Loss | 1.24 | Upside Potential | 0.68 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.30% | -4.74% | -4.15% | -5.96% |
| CVaR (ES) | -4.42% | -6.50% | -5.26% | -6.86% |
| VaR (Cornish-Fisher) | — | — | 0.78% | -10.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.61% | 2024-11-26 | 2025-04-08 | 2025-08-13 | 89 | 87 |
| -29.88% | 2026-02-09 | 2026-03-20 | 2026-06-25 | 28 | 63 |
| -20.65% | 2024-03-21 | 2024-07-09 | 2024-08-23 | 74 | 33 |
| -18.16% | 2023-09-01 | 2023-10-27 | 2023-12-04 | 39 | 25 |
| -16.67% | 2025-09-18 | 2025-10-31 | 2026-01-09 | 31 | 47 |
| -13.17% | 2024-10-18 | 2024-10-31 | 2024-11-01 | 9 | 1 |
| -10.82% | 2026-07-01 | 2026-07-20 | 2026-08-07 | 12 | 14 |
| -9.25% | 2023-12-27 | 2024-01-17 | 2024-02-08 | 13 | 16 |
| -6.67% | 2024-08-30 | 2024-09-09 | 2024-09-16 | 5 | 5 |
| -6.20% | 2024-09-16 | 2024-10-03 | 2024-10-14 | 13 | 7 |
Worst depth first · lengths in trading days.