$51.58
-0.50 (-0.96%)
USD · as of 2026-08-21 · marketstack
From 754 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.05% | Sharpe | 0.62 |
| Sortino | 0.99 |
| Beta | 0.01 | Correlation | 0.00 |
| Up capture | 50.76% | Down capture | −50.19% |
Relative Value shows 0.70 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.27% | Ulcer Index | 19.22 |
| MTD | −1.19% | QTD | 7.06% |
| YTD | 71.14% | Window (ann., 3.0y) | 16.76% |
| Skewness | 1.20 | Excess Kurtosis | 9.91 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.12 |
| Gain/Pain | 0.13 | Hit Rate | 50.93% |
| Win/Loss | 1.06 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.87% | -5.49% | -3.44% | -4.91% |
| CVaR (ES) | -4.38% | -7.15% | -4.34% | -5.63% |
| VaR (Cornish-Fisher) | — | — | -2.22% | -6.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.27% | 2024-11-25 | 2026-02-12 | 2026-07-01 | 303 | 95 |
| -22.34% | 2023-09-19 | 2023-10-17 | 2024-03-07 | 20 | 97 |
| -11.11% | 2024-07-17 | 2024-09-09 | 2024-10-01 | 37 | 16 |
| -11.02% | 2026-07-29 | 2026-08-11 | ongoing | 9 | — |
| -10.28% | 2024-04-09 | 2024-06-07 | 2024-06-13 | 42 | 4 |
| -7.02% | 2026-07-02 | 2026-07-23 | 2026-07-28 | 14 | 3 |
| -6.10% | 2024-11-11 | 2024-11-19 | 2024-11-25 | 6 | 4 |
| -5.81% | 2023-08-31 | 2023-09-06 | 2023-09-18 | 3 | 8 |
| -3.41% | 2024-10-16 | 2024-10-23 | 2024-11-06 | 5 | 10 |
| -2.52% | 2024-06-13 | 2024-06-20 | 2024-07-02 | 4 | 8 |
Worst depth first · lengths in trading days.