$21.63
+0.08 (+0.37%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.47% | Sharpe | 0.95 |
| Sortino | 1.43 |
| Beta | 0.66 | Correlation | 0.31 |
| Up capture | 103.59% | Down capture | 27.04% |
Relative Value shows 0.57 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −22.19% | Ulcer Index | 9.48 |
| MTD | 5.62% | QTD | 2.80% |
| YTD | 23.39% | Window (ann., 3.0y) | 28.20% |
| Skewness | 0.11 | Excess Kurtosis | 1.45 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.09 |
| Gain/Pain | 0.18 | Hit Rate | 52.14% |
| Win/Loss | 1.03 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.17% | -4.73% | -3.14% | -4.49% |
| CVaR (ES) | -4.21% | -5.89% | -3.97% | -5.17% |
| VaR (Cornish-Fisher) | — | — | -3.02% | -5.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.19% | 2024-01-25 | 2024-06-14 | 2024-07-17 | 98 | 21 |
| -21.32% | 2024-10-17 | 2025-04-04 | 2025-05-02 | 115 | 19 |
| -17.30% | 2023-09-01 | 2023-10-25 | 2023-11-14 | 37 | 14 |
| -15.62% | 2026-02-06 | 2026-03-18 | 2026-06-12 | 27 | 55 |
| -12.98% | 2024-07-25 | 2024-08-05 | 2024-09-19 | 7 | 32 |
| -10.82% | 2025-07-03 | 2025-08-01 | 2025-09-18 | 20 | 33 |
| -9.68% | 2025-05-15 | 2025-06-02 | 2025-06-26 | 11 | 17 |
| -9.20% | 2026-07-16 | 2026-07-23 | ongoing | 5 | — |
| -9.16% | 2025-10-14 | 2025-11-18 | 2025-12-03 | 25 | 10 |
| -8.28% | 2023-12-29 | 2024-01-16 | 2024-01-22 | 10 | 4 |
Worst depth first · lengths in trading days.