$53.17
-1.00 (-1.85%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.75% | Sharpe | 0.40 |
| Sortino | 0.58 |
| Beta | 0.27 | Correlation | 0.17 |
| Up capture | 31.37% | Down capture | 12.00% |
Relative Value shows 0.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −25.84% | Ulcer Index | 11.44 |
| MTD | −1.43% | QTD | 0.91% |
| YTD | 11.84% | Window (ann., 3.0y) | 6.63% |
| Skewness | 0.09 | Excess Kurtosis | 1.79 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.00 |
| Gain/Pain | 0.07 | Hit Rate | 51.47% |
| Win/Loss | 0.98 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.30% | -3.50% | -2.32% | -3.30% |
| CVaR (ES) | -3.16% | -4.19% | -2.92% | -3.78% |
| VaR (Cornish-Fisher) | — | — | -2.23% | -3.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -25.84% | 2024-09-17 | 2025-09-08 | ongoing | 243 | — |
| -13.65% | 2023-09-01 | 2023-10-02 | 2023-11-14 | 20 | 31 |
| -10.88% | 2024-01-02 | 2024-01-31 | 2024-05-06 | 20 | 66 |
| -9.64% | 2024-05-16 | 2024-06-14 | 2024-07-12 | 20 | 18 |
| -7.66% | 2024-08-01 | 2024-08-08 | 2024-09-16 | 5 | 26 |
| -4.42% | 2023-12-13 | 2023-12-15 | 2023-12-27 | 2 | 7 |
| -3.52% | 2023-11-24 | 2023-11-29 | 2023-12-04 | 3 | 3 |
| -2.16% | 2023-08-21 | 2023-08-25 | 2023-08-30 | 4 | 3 |
| -1.82% | 2024-07-17 | 2024-07-19 | 2024-07-24 | 2 | 3 |
| -1.61% | 2024-07-26 | 2024-07-29 | 2024-07-30 | 1 | 1 |
Worst depth first · lengths in trading days.