$37.00
+0.43 (+1.18%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.59% | Sharpe | 0.34 |
| Sortino | 0.50 |
| Beta | 0.50 | Correlation | 0.21 |
| Up capture | 68.10% | Down capture | 98.38% |
Relative Value shows 0.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.50% | Ulcer Index | 25.18 |
| MTD | 11.58% | QTD | 28.07% |
| YTD | 10.79% | Window (ann., 3.0y) | 6.00% |
| Skewness | 0.26 | Excess Kurtosis | 11.79 |
| Omega (θ=0) | 1.07 | Tail Ratio | 0.98 |
| Gain/Pain | 0.07 | Hit Rate | 50.40% |
| Win/Loss | 1.04 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.89% | -5.45% | -3.23% | -4.59% |
| CVaR (ES) | -4.44% | -8.05% | -4.06% | -5.26% |
| VaR (Cornish-Fisher) | — | — | -2.61% | -9.64% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.50% | 2024-10-29 | 2026-05-15 | ongoing | 386 | — |
| -12.88% | 2023-10-17 | 2023-10-27 | 2023-11-27 | 8 | 20 |
| -10.25% | 2024-05-22 | 2024-07-01 | 2024-08-01 | 26 | 22 |
| -6.06% | 2023-12-27 | 2024-01-31 | 2024-02-06 | 23 | 4 |
| -5.74% | 2023-09-18 | 2023-10-02 | 2023-10-10 | 10 | 6 |
| -5.52% | 2023-11-27 | 2023-11-30 | 2023-12-13 | 3 | 9 |
| -5.36% | 2024-04-09 | 2024-04-22 | 2024-04-30 | 9 | 6 |
| -5.27% | 2024-03-07 | 2024-03-18 | 2024-04-01 | 7 | 9 |
| -5.26% | 2024-08-30 | 2024-09-06 | 2024-10-03 | 4 | 19 |
| -4.31% | 2023-10-11 | 2023-10-13 | 2023-10-17 | 2 | 2 |
Worst depth first · lengths in trading days.