$44.84
-0.06 (-0.13%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.38% | Sharpe | 0.89 |
| Sortino | 1.42 |
| Beta | 0.42 | Correlation | 0.23 |
| Up capture | 88.57% | Down capture | −24.00% |
Relative Value shows 0.87 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.00% | Ulcer Index | 11.60 |
| MTD | 14.97% | QTD | 14.01% |
| YTD | 48.98% | Window (ann., 3.0y) | 29.78% |
| Skewness | 0.89 | Excess Kurtosis | 7.71 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.25 |
| Gain/Pain | 0.17 | Hit Rate | 48.53% |
| Win/Loss | 1.22 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.10% | -5.32% | -3.74% | -5.35% |
| CVaR (ES) | -4.54% | -7.22% | -4.73% | -6.14% |
| VaR (Cornish-Fisher) | — | — | -2.74% | -7.33% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.00% | 2024-11-06 | 2025-04-04 | 2026-04-09 | 101 | 253 |
| -14.95% | 2024-02-12 | 2024-04-16 | 2024-07-16 | 44 | 62 |
| -14.90% | 2023-10-31 | 2023-11-13 | 2023-11-22 | 9 | 7 |
| -12.81% | 2024-07-31 | 2024-08-05 | 2024-08-23 | 3 | 14 |
| -9.78% | 2023-09-08 | 2023-10-03 | 2023-10-17 | 17 | 10 |
| -9.61% | 2026-04-09 | 2026-05-05 | 2026-05-26 | 18 | 14 |
| -8.01% | 2024-08-23 | 2024-09-09 | 2024-10-17 | 10 | 28 |
| -7.15% | 2023-12-22 | 2024-01-05 | 2024-01-29 | 8 | 15 |
| -5.90% | 2026-07-16 | 2026-07-23 | 2026-08-03 | 5 | 7 |
| -5.87% | 2026-07-01 | 2026-07-09 | 2026-07-16 | 5 | 5 |
Worst depth first · lengths in trading days.