$12.67
+0.06 (+0.48%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2022-10-18 — the price history has a 557-day gap before it.
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 16.15% | Sharpe | 1.03 |
| Sortino | 1.50 |
| Beta | 1.20 | Correlation | 0.82 |
| Up capture | 102.94% | Down capture | 137.86% |
| Max Drawdown | −17.71% | Ulcer Index | 4.55 |
| MTD | 3.27% | QTD | −1.52% |
| YTD | 8.79% | Window (ann., 3.0y) | 16.39% |
| Skewness | 0.09 | Excess Kurtosis | 8.89 |
| Omega (θ=0) | 1.20 | Tail Ratio | 0.97 |
| Gain/Pain | 0.20 | Hit Rate | 51.07% |
| Win/Loss | 1.04 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.52% | -2.92% | -1.61% | -2.30% |
| CVaR (ES) | -2.34% | -3.87% | -2.03% | -2.65% |
| VaR (Cornish-Fisher) | — | — | -1.40% | -4.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.71% | 2025-02-14 | 2025-04-07 | 2025-06-11 | 35 | 45 |
| -17.03% | 2023-08-21 | 2023-10-27 | 2023-12-14 | 48 | 33 |
| -14.25% | 2026-01-28 | 2026-03-30 | 2026-04-20 | 42 | 14 |
| -11.04% | 2024-08-30 | 2024-10-31 | 2024-12-11 | 43 | 28 |
| -7.79% | 2026-06-30 | 2026-07-29 | 2026-08-12 | 20 | 10 |
| -6.53% | 2025-10-31 | 2025-11-20 | 2026-01-06 | 14 | 30 |
| -5.68% | 2024-12-11 | 2024-12-18 | 2025-02-05 | 5 | 31 |
| -5.57% | 2024-04-09 | 2024-04-16 | 2024-05-03 | 5 | 13 |
| -5.01% | 2026-05-11 | 2026-05-19 | 2026-05-26 | 6 | 4 |
| -4.75% | 2024-07-31 | 2024-08-05 | 2024-08-30 | 3 | 19 |
Worst depth first · lengths in trading days.