$28.69
+0.25 (+0.88%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.04% | Sharpe | 0.60 |
| Sortino | 0.88 |
| Beta | 0.85 | Correlation | 0.35 |
| Up capture | 108.77% | Down capture | 119.90% |
Relative Value shows 0.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.88% | Ulcer Index | 18.59 |
| MTD | −3.07% | QTD | 12.42% |
| YTD | 48.23% | Window (ann., 3.0y) | 16.09% |
| Skewness | −0.03 | Excess Kurtosis | 5.16 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.17 |
| Gain/Pain | 0.11 | Hit Rate | 48.67% |
| Win/Loss | 1.13 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.13% | -5.91% | -3.65% | -5.20% |
| CVaR (ES) | -5.14% | -8.46% | -4.60% | -5.97% |
| VaR (Cornish-Fisher) | — | — | -3.43% | -7.98% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.88% | 2024-07-23 | 2025-06-18 | 2026-07-01 | 227 | 256 |
| -19.09% | 2023-12-26 | 2024-03-04 | 2024-07-16 | 46 | 92 |
| -13.39% | 2023-09-14 | 2023-10-24 | 2023-11-03 | 28 | 8 |
| -7.00% | 2026-07-28 | 2026-08-20 | ongoing | 17 | — |
| -5.11% | 2023-11-03 | 2023-11-09 | 2023-11-14 | 4 | 3 |
| -4.40% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -3.85% | 2023-08-21 | 2023-08-25 | 2023-09-01 | 4 | 5 |
| -3.60% | 2026-07-16 | 2026-07-22 | 2026-07-24 | 4 | 2 |
| -3.04% | 2024-07-17 | 2024-07-19 | 2024-07-23 | 2 | 2 |
| -2.94% | 2023-11-14 | 2023-11-16 | 2023-11-17 | 2 | 1 |
Worst depth first · lengths in trading days.