$23.84
-0.16 (-0.67%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.04% | Sharpe | 0.80 |
| Sortino | 1.15 |
| Beta | −0.40 | Correlation | −0.30 |
| Up capture | 24.16% | Down capture | −111.36% |
Relative Value shows 0.26 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −18.25% | Ulcer Index | 8.51 |
| MTD | 9.94% | QTD | 8.91% |
| YTD | 24.43% | Window (ann., 3.0y) | 17.10% |
| Skewness | −0.44 | Excess Kurtosis | 3.74 |
| Omega (θ=0) | 1.15 | Tail Ratio | 0.98 |
| Gain/Pain | 0.15 | Hit Rate | 51.93% |
| Win/Loss | 1.02 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.36% | -4.16% | -2.31% | -3.30% |
| CVaR (ES) | -3.26% | -5.39% | -2.92% | -3.80% |
| VaR (Cornish-Fisher) | — | — | -2.38% | -4.93% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -18.25% | 2025-04-02 | 2025-08-11 | 2026-02-11 | 89 | 127 |
| -17.41% | 2024-01-29 | 2024-05-13 | 2024-12-13 | 73 | 149 |
| -14.59% | 2026-02-13 | 2026-02-25 | 2026-05-11 | 7 | 52 |
| -8.55% | 2023-11-30 | 2023-12-15 | 2024-01-25 | 11 | 26 |
| -6.87% | 2023-09-28 | 2023-10-03 | 2023-10-19 | 3 | 12 |
| -6.74% | 2026-05-15 | 2026-06-17 | 2026-08-10 | 20 | 36 |
| -6.63% | 2023-11-02 | 2023-11-08 | 2023-11-28 | 4 | 13 |
| -4.08% | 2025-01-16 | 2025-01-22 | 2025-01-30 | 3 | 6 |
| -3.06% | 2024-12-13 | 2024-12-18 | 2025-01-02 | 3 | 9 |
| -2.95% | 2025-03-03 | 2025-03-12 | 2025-03-20 | 7 | 6 |
Worst depth first · lengths in trading days.