$14.56
-0.06 (-0.41%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.34% | Sharpe | 0.06 |
| Sortino | 0.10 |
| Beta | 0.82 | Correlation | 0.42 |
| Up capture | 36.34% | Down capture | 102.74% |
Relative Value shows 0.85 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.60% | Ulcer Index | 15.48 |
| MTD | −2.35% | QTD | −5.27% |
| YTD | 2.62% | Window (ann., 3.0y) | −1.72% |
| Skewness | 0.40 | Excess Kurtosis | 1.73 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.09 |
| Gain/Pain | 0.01 | Hit Rate | 48.80% |
| Win/Loss | 1.03 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.56% | -4.13% | -2.72% | -3.85% |
| CVaR (ES) | -3.33% | -4.74% | -3.42% | -4.41% |
| VaR (Cornish-Fisher) | — | — | -2.47% | -3.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.60% | 2024-11-29 | 2026-03-27 | ongoing | 330 | — |
| -20.95% | 2023-12-14 | 2024-03-05 | 2024-07-25 | 54 | 98 |
| -16.70% | 2024-07-26 | 2024-11-01 | 2024-11-18 | 69 | 11 |
| -13.19% | 2023-08-30 | 2023-10-03 | 2023-12-01 | 23 | 42 |
| -4.56% | 2023-12-04 | 2023-12-12 | 2023-12-13 | 6 | 1 |
| -1.97% | 2024-11-20 | 2024-11-22 | 2024-11-25 | 2 | 1 |
| -1.50% | 2023-08-24 | 2023-08-25 | 2023-08-29 | 1 | 2 |
| -0.40% | 2024-11-25 | 2024-11-27 | 2024-11-29 | 2 | 1 |
| -0.38% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.