$16.34
+0.02 (+0.12%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.17% | Sharpe | 0.29 |
| Sortino | 0.40 |
| Beta | 1.37 | Correlation | 0.61 |
| Up capture | 93.42% | Down capture | 218.78% |
Relative Value shows 1.33 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.24% | Ulcer Index | 13.16 |
| MTD | −0.79% | QTD | −6.36% |
| YTD | −1.17% | Window (ann., 3.0y) | 4.24% |
| Skewness | −0.53 | Excess Kurtosis | 2.81 |
| Omega (θ=0) | 1.05 | Tail Ratio | 0.91 |
| Gain/Pain | 0.05 | Hit Rate | 53.20% |
| Win/Loss | 0.90 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.77% | -5.31% | -2.68% | -3.81% |
| CVaR (ES) | -4.16% | -6.29% | -3.37% | -4.36% |
| VaR (Cornish-Fisher) | — | — | -2.83% | -5.36% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.24% | 2023-08-29 | 2023-10-30 | 2024-07-16 | 43 | 177 |
| -28.08% | 2024-07-17 | 2025-04-11 | 2025-11-26 | 185 | 158 |
| -16.79% | 2026-01-16 | 2026-03-20 | ongoing | 43 | — |
| -4.72% | 2025-12-05 | 2025-12-09 | 2025-12-19 | 2 | 8 |
| -1.48% | 2025-11-28 | 2025-12-01 | 2025-12-03 | 1 | 2 |
| -1.19% | 2025-12-22 | 2025-12-23 | 2026-01-02 | 1 | 6 |
| -0.82% | 2026-01-06 | 2026-01-08 | 2026-01-12 | 2 | 2 |
| -0.46% | 2025-12-03 | 2025-12-04 | 2025-12-05 | 1 | 1 |
Worst depth first · lengths in trading days.