$36.38
-0.27 (-0.74%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.01% | Sharpe | 0.56 |
| Sortino | 0.84 |
| Beta | 0.88 | Correlation | 0.40 |
| Up capture | 88.32% | Down capture | 98.78% |
Relative Value shows 0.82 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −34.62% | Ulcer Index | 14.34 |
| MTD | −1.06% | QTD | −5.19% |
| YTD | 15.41% | Window (ann., 3.0y) | 12.87% |
| Skewness | 0.47 | Excess Kurtosis | 4.75 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.08 |
| Gain/Pain | 0.10 | Hit Rate | 49.07% |
| Win/Loss | 1.13 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.73% | -5.23% | -3.04% | -4.33% |
| CVaR (ES) | -4.25% | -6.19% | -3.83% | -4.97% |
| VaR (Cornish-Fisher) | — | — | -2.60% | -5.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -34.62% | 2024-11-06 | 2025-04-10 | 2026-05-26 | 105 | 281 |
| -20.88% | 2023-12-26 | 2024-06-10 | 2024-07-17 | 114 | 25 |
| -13.65% | 2023-09-01 | 2023-10-27 | 2023-12-01 | 39 | 24 |
| -10.18% | 2024-07-30 | 2024-08-05 | 2024-08-23 | 4 | 14 |
| -9.55% | 2024-10-17 | 2024-11-04 | 2024-11-06 | 12 | 2 |
| -9.00% | 2024-08-23 | 2024-10-01 | 2024-10-17 | 26 | 12 |
| -7.48% | 2026-07-16 | 2026-08-21 | ongoing | 26 | — |
| -5.48% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -4.21% | 2023-08-21 | 2023-08-25 | 2023-09-01 | 4 | 5 |
| -3.89% | 2026-05-26 | 2026-06-03 | 2026-06-11 | 6 | 4 |
Worst depth first · lengths in trading days.