$26.12
+0.59 (+2.31%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.35% | Sharpe | 0.74 |
| Sortino | 0.99 |
| Beta | 1.10 | Correlation | 0.36 |
| Up capture | 74.10% | Down capture | −64.46% |
Relative Value shows 1.11 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.01% | Ulcer Index | 14.95 |
| MTD | −11.67% | QTD | −30.09% |
| YTD | 48.41% | Window (ann., 3.0y) | 23.10% |
| Skewness | −1.93 | Excess Kurtosis | 28.44 |
| Omega (θ=0) | 1.15 | Tail Ratio | 0.94 |
| Gain/Pain | 0.15 | Hit Rate | 54.86% |
| Win/Loss | 0.92 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.28% | -6.15% | -3.86% | -5.51% |
| CVaR (ES) | -5.57% | -11.34% | -4.87% | -6.33% |
| VaR (Cornish-Fisher) | — | — | -3.63% | -21.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.01% | 2026-07-09 | 2026-08-20 | ongoing | 30 | — |
| -31.22% | 2025-02-18 | 2025-04-08 | 2026-03-18 | 35 | 236 |
| -30.29% | 2023-10-02 | 2023-11-01 | 2024-05-01 | 22 | 124 |
| -24.86% | 2024-05-20 | 2024-08-06 | 2024-11-11 | 53 | 68 |
| -6.34% | 2026-06-02 | 2026-06-05 | 2026-06-11 | 3 | 2 |
| -6.30% | 2024-12-16 | 2025-01-13 | 2025-01-23 | 17 | 7 |
| -5.33% | 2026-04-28 | 2026-04-29 | 2026-05-18 | 1 | 13 |
| -4.68% | 2025-01-23 | 2025-01-27 | 2025-01-30 | 2 | 3 |
| -4.59% | 2023-09-01 | 2023-09-18 | 2023-10-02 | 10 | 10 |
| -4.47% | 2026-07-01 | 2026-07-02 | 2026-07-09 | 1 | 4 |
Worst depth first · lengths in trading days.