$29.39
-0.08 (-0.27%)
USD · as of 2026-08-21 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 20.25% | Sharpe | 1.61 |
| Sortino | 2.54 |
| Beta | 0.45 | Correlation | 0.30 |
| Up capture | 70.81% | Down capture | −189.76% |
| Max Drawdown | −9.54% | Ulcer Index | 4.12 |
| MTD | −4.08% | QTD | −3.32% |
| YTD | 28.16% | Window return | 35.21% |
| Skewness | 0.13 | Excess Kurtosis | 0.25 |
| Omega (θ=0) | 1.30 | Tail Ratio | 1.27 |
| Gain/Pain | 0.30 | Hit Rate | 52.61% |
| Win/Loss | 1.13 | Upside Potential | 0.69 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.82% | -2.87% | -1.97% | -2.84% |
| CVaR (ES) | -2.42% | -3.30% | -2.50% | -3.27% |
| VaR (Cornish-Fisher) | — | — | -1.92% | -2.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -9.54% | 2026-03-04 | 2026-03-20 | 2026-04-17 | 12 | 18 |
| -8.28% | 2025-10-27 | 2025-12-11 | 2026-01-16 | 32 | 24 |
| -7.43% | 2026-07-21 | 2026-08-21 | ongoing | 23 | — |
| -5.24% | 2026-06-26 | 2026-07-01 | 2026-07-21 | 3 | 13 |
| -5.11% | 2026-04-28 | 2026-05-04 | 2026-05-26 | 4 | 15 |
| -5.05% | 2025-10-03 | 2025-10-10 | 2025-10-21 | 5 | 7 |
| -4.11% | 2026-01-16 | 2026-01-28 | 2026-02-04 | 7 | 5 |
| -4.07% | 2026-04-17 | 2026-04-21 | 2026-04-23 | 2 | 2 |
| -3.70% | 2025-09-05 | 2025-09-16 | 2025-10-02 | 7 | 12 |
| -3.07% | 2026-06-12 | 2026-06-17 | 2026-06-23 | 3 | 3 |
Worst depth first · lengths in trading days.