$26.04
+0.08 (+0.32%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2025-01-14 — the price history has a 952-day gap before it.
From 392 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.42% | Sharpe | 1.22 |
| Sortino | 1.88 |
| Beta | 0.90 | Correlation | 0.51 |
| Up capture | 108.28% | Down capture | −33.44% |
| Max Drawdown | −20.67% | Ulcer Index | 5.09 |
| MTD | 6.58% | QTD | −10.45% |
| YTD | 7.03% | Window (ann., 1.6y) | 34.99% |
| Skewness | 0.40 | Excess Kurtosis | 7.16 |
| Omega (θ=0) | 1.24 | Tail Ratio | 1.12 |
| Gain/Pain | 0.24 | Hit Rate | 53.32% |
| Win/Loss | 1.09 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.35% | -4.64% | -2.81% | -4.03% |
| CVaR (ES) | -3.84% | -6.08% | -3.56% | -4.63% |
| VaR (Cornish-Fisher) | — | — | -2.34% | -6.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.67% | 2025-03-14 | 2025-04-08 | 2025-05-02 | 17 | 17 |
| -17.36% | 2026-06-30 | 2026-07-29 | ongoing | 20 | — |
| -11.32% | 2026-02-25 | 2026-03-23 | 2026-04-30 | 18 | 27 |
| -9.36% | 2025-10-28 | 2025-11-21 | 2025-12-24 | 18 | 22 |
| -9.04% | 2026-05-13 | 2026-06-10 | 2026-06-22 | 9 | 7 |
| -6.19% | 2025-05-13 | 2025-06-20 | 2025-06-27 | 26 | 5 |
| -5.92% | 2025-10-02 | 2025-10-10 | 2025-10-27 | 6 | 11 |
| -5.86% | 2025-02-21 | 2025-03-03 | 2025-03-14 | 6 | 9 |
| -5.04% | 2026-01-23 | 2026-02-05 | 2026-02-25 | 9 | 13 |
| -4.75% | 2025-08-29 | 2025-09-04 | 2025-09-11 | 3 | 5 |
Worst depth first · lengths in trading days.