$46.52
-0.06 (-0.13%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.91% | Sharpe | 1.05 |
| Sortino | 1.66 |
| Beta | 0.82 | Correlation | 0.44 |
| Up capture | 114.87% | Down capture | 48.90% |
Relative Value shows 0.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −22.00% | Ulcer Index | 7.11 |
| MTD | −1.96% | QTD | 1.11% |
| YTD | 20.79% | Window (ann., 3.0y) | 28.82% |
| Skewness | 0.68 | Excess Kurtosis | 6.20 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.21 |
| Gain/Pain | 0.21 | Hit Rate | 50.27% |
| Win/Loss | 1.17 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.45% | -4.47% | -2.78% | -3.97% |
| CVaR (ES) | -3.69% | -5.51% | -3.51% | -4.57% |
| VaR (Cornish-Fisher) | — | — | -2.20% | -5.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.00% | 2024-11-25 | 2025-04-08 | 2025-08-13 | 90 | 87 |
| -18.99% | 2023-09-01 | 2023-10-25 | 2023-12-01 | 37 | 26 |
| -13.44% | 2024-07-26 | 2024-08-05 | 2024-10-16 | 6 | 51 |
| -10.67% | 2025-09-18 | 2025-10-16 | 2025-12-11 | 20 | 39 |
| -10.05% | 2024-01-29 | 2024-04-17 | 2024-04-24 | 55 | 5 |
| -9.69% | 2024-05-03 | 2024-06-11 | 2024-07-11 | 26 | 20 |
| -9.46% | 2026-02-17 | 2026-03-18 | 2026-04-09 | 21 | 15 |
| -6.71% | 2023-12-27 | 2024-01-17 | 2024-01-29 | 13 | 8 |
| -5.52% | 2024-11-11 | 2024-11-20 | 2024-11-25 | 7 | 3 |
| -5.27% | 2026-04-28 | 2026-05-15 | 2026-06-11 | 13 | 16 |
Worst depth first · lengths in trading days.