$26.91
-0.04 (-0.15%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.61% | Sharpe | 0.63 |
| Sortino | 0.99 |
| Beta | 0.94 | Correlation | 0.39 |
| Up capture | 112.66% | Down capture | 125.48% |
Relative Value shows 0.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.19% | Ulcer Index | 13.52 |
| MTD | −6.92% | QTD | −2.01% |
| YTD | 6.32% | Window (ann., 3.0y) | 17.06% |
| Skewness | 0.64 | Excess Kurtosis | 6.65 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.29 |
| Gain/Pain | 0.12 | Hit Rate | 47.53% |
| Win/Loss | 1.19 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.94% | -5.03% | -3.50% | -4.99% |
| CVaR (ES) | -4.48% | -7.23% | -4.41% | -5.72% |
| VaR (Cornish-Fisher) | — | — | -2.79% | -7.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.19% | 2023-12-28 | 2024-04-30 | 2024-07-25 | 84 | 59 |
| -25.32% | 2024-11-14 | 2025-04-10 | 2025-10-28 | 99 | 138 |
| -19.87% | 2024-07-26 | 2024-08-05 | 2024-10-15 | 6 | 50 |
| -15.40% | 2023-09-01 | 2023-10-24 | 2023-11-14 | 36 | 15 |
| -14.86% | 2025-12-18 | 2026-03-18 | 2026-06-26 | 60 | 65 |
| -10.42% | 2026-07-27 | 2026-08-21 | ongoing | 19 | — |
| -7.39% | 2023-11-14 | 2023-11-27 | 2023-12-01 | 8 | 4 |
| -6.24% | 2024-10-17 | 2024-10-21 | 2024-10-29 | 2 | 6 |
| -5.23% | 2025-11-07 | 2025-11-18 | 2025-11-25 | 7 | 5 |
| -3.91% | 2026-07-16 | 2026-07-23 | 2026-07-27 | 5 | 2 |
Worst depth first · lengths in trading days.