$37.59
-0.30 (-0.79%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.45% | Sharpe | 0.89 |
| Sortino | 1.43 |
| Beta | 0.70 | Correlation | 0.32 |
| Up capture | 101.49% | Down capture | 83.56% |
Relative Value shows 0.96 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −19.64% | Ulcer Index | 7.52 |
| MTD | 4.07% | QTD | 8.83% |
| YTD | 1.45% | Window (ann., 3.0y) | 23.56% |
| Skewness | 1.47 | Excess Kurtosis | 12.95 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.04 |
| Gain/Pain | 0.18 | Hit Rate | 52.80% |
| Win/Loss | 1.03 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.31% | -4.19% | -2.85% | -4.07% |
| CVaR (ES) | -3.69% | -5.66% | -3.60% | -4.68% |
| VaR (Cornish-Fisher) | — | — | -1.56% | -6.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -19.64% | 2026-01-28 | 2026-05-07 | ongoing | 69 | — |
| -18.53% | 2023-09-01 | 2023-10-23 | 2023-12-22 | 35 | 43 |
| -14.94% | 2024-04-24 | 2024-06-13 | 2024-10-15 | 35 | 85 |
| -13.58% | 2025-07-22 | 2025-10-13 | 2025-11-21 | 58 | 29 |
| -12.14% | 2024-01-05 | 2024-01-18 | 2024-02-01 | 8 | 10 |
| -10.76% | 2024-11-29 | 2024-12-18 | 2025-01-16 | 13 | 18 |
| -10.63% | 2025-02-28 | 2025-04-08 | 2025-05-08 | 27 | 21 |
| -8.53% | 2024-02-01 | 2024-02-13 | 2024-03-05 | 8 | 14 |
| -8.25% | 2024-10-15 | 2024-11-14 | 2024-11-22 | 22 | 6 |
| -8.23% | 2024-03-11 | 2024-04-16 | 2024-04-19 | 25 | 3 |
Worst depth first · lengths in trading days.