$29.31
-0.17 (-0.58%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.61% | Sharpe | 0.83 |
| Sortino | 1.26 |
| Beta | 0.59 | Correlation | 0.41 |
| Up capture | 64.94% | Down capture | 35.11% |
Relative Value shows 0.95 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −22.42% | Ulcer Index | 7.90 |
| MTD | −6.98% | QTD | −6.11% |
| YTD | 15.49% | Window (ann., 3.0y) | 16.79% |
| Skewness | 0.35 | Excess Kurtosis | 3.17 |
| Omega (θ=0) | 1.15 | Tail Ratio | 0.99 |
| Gain/Pain | 0.15 | Hit Rate | 51.26% |
| Win/Loss | 1.07 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.06% | -3.02% | -2.17% | -3.10% |
| CVaR (ES) | -2.77% | -4.11% | -2.74% | -3.56% |
| VaR (Cornish-Fisher) | — | — | -1.94% | -3.69% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.42% | 2024-11-27 | 2025-04-08 | 2026-02-10 | 88 | 211 |
| -13.71% | 2023-09-14 | 2023-10-25 | 2023-12-08 | 29 | 31 |
| -10.85% | 2023-12-14 | 2024-04-17 | 2024-07-11 | 84 | 58 |
| -10.34% | 2026-07-21 | 2026-08-21 | ongoing | 23 | — |
| -7.38% | 2026-03-03 | 2026-03-27 | 2026-04-17 | 18 | 14 |
| -6.60% | 2024-07-30 | 2024-08-05 | 2024-08-21 | 4 | 12 |
| -5.59% | 2026-04-20 | 2026-05-15 | 2026-05-26 | 19 | 6 |
| -5.13% | 2026-06-12 | 2026-06-18 | 2026-07-16 | 4 | 18 |
| -4.94% | 2024-10-18 | 2024-10-31 | 2024-11-07 | 9 | 5 |
| -3.78% | 2024-09-16 | 2024-10-10 | 2024-10-16 | 18 | 4 |
Worst depth first · lengths in trading days.