$53.02
-0.25 (-0.47%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.11% | Sharpe | 1.18 |
| Sortino | 2.12 |
| Beta | 0.57 | Correlation | 0.18 |
| Up capture | 115.16% | Down capture | −89.16% |
Relative Value shows 0.52 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.94% | Ulcer Index | 9.58 |
| MTD | 3.23% | QTD | 1.11% |
| YTD | 47.30% | Window (ann., 3.0y) | 42.01% |
| Skewness | 2.74 | Excess Kurtosis | 24.90 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.22 |
| Gain/Pain | 0.25 | Hit Rate | 50.13% |
| Win/Loss | 1.23 | Upside Potential | 0.66 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.51% | -4.59% | -3.47% | -4.98% |
| CVaR (ES) | -3.93% | -5.79% | -4.40% | -5.73% |
| VaR (Cornish-Fisher) | — | — | -0.32% | -7.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.94% | 2024-02-14 | 2024-08-12 | 2024-11-06 | 123 | 61 |
| -21.46% | 2024-12-06 | 2025-02-10 | 2025-08-21 | 42 | 133 |
| -12.24% | 2026-05-18 | 2026-06-03 | 2026-06-23 | 11 | 10 |
| -9.26% | 2023-12-04 | 2023-12-15 | 2024-01-19 | 9 | 22 |
| -9.16% | 2026-07-02 | 2026-07-15 | 2026-08-05 | 8 | 15 |
| -8.98% | 2024-01-24 | 2024-02-07 | 2024-02-14 | 10 | 5 |
| -8.69% | 2023-10-17 | 2023-11-02 | 2023-12-04 | 12 | 21 |
| -7.98% | 2025-12-17 | 2026-01-23 | 2026-02-05 | 24 | 9 |
| -7.78% | 2023-08-25 | 2023-09-08 | 2023-10-16 | 9 | 26 |
| -7.62% | 2026-02-17 | 2026-03-20 | 2026-04-09 | 23 | 13 |
Worst depth first · lengths in trading days.