$33.96
+0.15 (+0.44%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.58% | Sharpe | 0.16 |
| Sortino | 0.23 |
| Beta | 0.80 | Correlation | 0.36 |
| Up capture | 32.06% | Down capture | 61.25% |
Relative Value shows 0.99 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −39.35% | Ulcer Index | 20.53 |
| MTD | −11.59% | QTD | −14.11% |
| YTD | 16.86% | Window (ann., 3.0y) | 0.33% |
| Skewness | −0.02 | Excess Kurtosis | 2.57 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.06 |
| Gain/Pain | 0.03 | Hit Rate | 47.59% |
| Win/Loss | 1.11 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.80% | -4.58% | -3.05% | -4.32% |
| CVaR (ES) | -4.05% | -6.23% | -3.82% | -4.95% |
| VaR (Cornish-Fisher) | — | — | -2.96% | -5.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.35% | 2024-07-16 | 2026-01-02 | ongoing | 368 | — |
| -15.50% | 2023-09-01 | 2023-10-30 | 2023-11-15 | 40 | 12 |
| -12.11% | 2024-03-21 | 2024-05-29 | 2024-07-12 | 47 | 30 |
| -9.83% | 2023-12-26 | 2024-01-03 | 2024-02-07 | 5 | 24 |
| -2.51% | 2023-11-17 | 2023-11-30 | 2023-12-04 | 8 | 2 |
| -2.44% | 2023-12-04 | 2023-12-05 | 2023-12-13 | 1 | 6 |
| -2.36% | 2024-03-04 | 2024-03-14 | 2024-03-18 | 8 | 2 |
| -1.79% | 2024-02-09 | 2024-02-13 | 2024-02-15 | 2 | 2 |
| -1.63% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -1.22% | 2024-03-19 | 2024-03-20 | 2024-03-21 | 1 | 1 |
Worst depth first · lengths in trading days.