$28.65
+0.63 (+2.25%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.66% | Sharpe | 0.61 |
| Sortino | 0.90 |
| Beta | 1.65 | Correlation | 0.60 |
| Up capture | 148.64% | Down capture | 216.47% |
Relative Value shows 1.42 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.31% | Ulcer Index | 11.49 |
| MTD | −3.31% | QTD | −4.02% |
| YTD | −19.83% | Window (ann., 3.0y) | 17.17% |
| Skewness | 0.15 | Excess Kurtosis | 2.25 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.04 |
| Gain/Pain | 0.11 | Hit Rate | 49.87% |
| Win/Loss | 1.11 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.75% | -5.86% | -3.91% | -5.57% |
| CVaR (ES) | -5.14% | -7.75% | -4.93% | -6.40% |
| VaR (Cornish-Fisher) | — | — | -3.70% | -6.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.31% | 2023-09-15 | 2023-10-27 | 2023-12-13 | 30 | 32 |
| -26.77% | 2024-02-12 | 2024-06-25 | 2024-09-24 | 92 | 63 |
| -25.26% | 2026-02-10 | 2026-08-20 | ongoing | 129 | — |
| -20.91% | 2025-03-05 | 2025-04-08 | 2025-05-09 | 24 | 22 |
| -16.63% | 2024-11-27 | 2025-01-22 | 2025-03-05 | 35 | 29 |
| -16.55% | 2025-10-15 | 2025-11-07 | 2026-01-05 | 17 | 38 |
| -11.22% | 2025-07-03 | 2025-08-08 | 2025-08-18 | 25 | 6 |
| -10.73% | 2024-10-16 | 2024-10-25 | 2024-11-06 | 7 | 8 |
| -10.03% | 2023-12-26 | 2024-01-12 | 2024-02-01 | 12 | 13 |
| -9.26% | 2025-09-22 | 2025-09-26 | 2025-10-14 | 4 | 12 |
Worst depth first · lengths in trading days.