$34.03
-0.17 (-0.50%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.59% | Sharpe | −0.07 |
| Sortino | −0.09 |
| Beta | 0.15 | Correlation | 0.11 |
| Up capture | 15.15% | Down capture | 66.25% |
Relative Value shows 0.61 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.41% | Ulcer Index | 16.77 |
| MTD | 9.88% | QTD | 11.03% |
| YTD | 8.42% | Window (ann., 3.0y) | −3.67% |
| Skewness | 0.04 | Excess Kurtosis | 1.71 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.08 |
| Gain/Pain | −0.01 | Hit Rate | 49.07% |
| Win/Loss | 1.00 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.09% | -3.43% | -2.24% | -3.17% |
| CVaR (ES) | -2.92% | -4.54% | -2.81% | -3.63% |
| VaR (Cornish-Fisher) | — | — | -2.18% | -3.67% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.41% | 2024-07-31 | 2025-01-22 | ongoing | 119 | — |
| -18.42% | 2023-08-23 | 2024-04-16 | 2024-07-17 | 162 | 63 |
| -2.19% | 2024-07-17 | 2024-07-19 | 2024-07-24 | 2 | 3 |
| -1.17% | 2024-07-24 | 2024-07-25 | 2024-07-30 | 1 | 3 |
Worst depth first · lengths in trading days.