$49.01
+0.19 (+0.39%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.60% | Sharpe | 0.82 |
| Sortino | 1.31 |
| Beta | 1.12 | Correlation | 0.55 |
| Up capture | 106.40% | Down capture | 107.74% |
Relative Value shows 1.06 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.18% | Ulcer Index | 8.24 |
| MTD | −2.97% | QTD | −3.01% |
| YTD | 5.90% | Window (ann., 3.0y) | 20.48% |
| Skewness | 0.98 | Excess Kurtosis | 6.37 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.05 |
| Gain/Pain | 0.15 | Hit Rate | 50.53% |
| Win/Loss | 1.11 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.57% | -3.59% | -2.77% | -3.96% |
| CVaR (ES) | -3.35% | -4.59% | -3.50% | -4.54% |
| VaR (Cornish-Fisher) | — | — | -2.03% | -4.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.18% | 2024-12-09 | 2025-04-08 | 2025-07-30 | 81 | 77 |
| -17.02% | 2026-02-06 | 2026-03-30 | 2026-04-23 | 35 | 17 |
| -14.37% | 2023-09-01 | 2023-10-25 | 2023-11-14 | 37 | 14 |
| -14.31% | 2024-03-28 | 2024-07-09 | 2024-09-16 | 69 | 48 |
| -12.18% | 2026-04-27 | 2026-05-19 | 2026-08-04 | 16 | 49 |
| -8.20% | 2026-08-04 | 2026-08-20 | ongoing | 12 | — |
| -7.82% | 2023-11-17 | 2024-01-05 | 2024-01-29 | 32 | 15 |
| -6.92% | 2024-02-08 | 2024-02-13 | 2024-03-28 | 3 | 31 |
| -6.83% | 2025-11-05 | 2025-11-17 | 2025-11-26 | 8 | 7 |
| -4.92% | 2025-09-18 | 2025-10-10 | 2025-10-29 | 16 | 13 |
Worst depth first · lengths in trading days.