$29.68
+0.10 (+0.34%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.91% | Sharpe | 0.68 |
| Sortino | 1.00 |
| Beta | 1.09 | Correlation | 0.51 |
| Up capture | 93.82% | Down capture | 117.34% |
Relative Value shows 1.14 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.36% | Ulcer Index | 10.92 |
| MTD | −5.93% | QTD | 0.03% |
| YTD | 19.48% | Window (ann., 3.0y) | 16.21% |
| Skewness | 0.18 | Excess Kurtosis | 3.62 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.06 |
| Gain/Pain | 0.12 | Hit Rate | 52.00% |
| Win/Loss | 1.02 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.55% | -4.52% | -2.82% | -4.01% |
| CVaR (ES) | -3.82% | -6.10% | -3.55% | -4.61% |
| VaR (Cornish-Fisher) | — | — | -2.60% | -5.25% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.36% | 2024-11-27 | 2026-03-27 | 2026-06-26 | 331 | 59 |
| -24.61% | 2023-09-01 | 2023-10-25 | 2023-12-13 | 37 | 34 |
| -11.18% | 2024-01-10 | 2024-02-06 | 2024-07-11 | 18 | 107 |
| -10.22% | 2026-07-29 | 2026-08-18 | ongoing | 14 | — |
| -5.78% | 2024-10-18 | 2024-11-01 | 2024-11-11 | 10 | 6 |
| -4.62% | 2024-07-31 | 2024-08-05 | 2024-08-23 | 3 | 14 |
| -4.18% | 2024-09-24 | 2024-10-07 | 2024-10-14 | 9 | 5 |
| -3.95% | 2024-11-11 | 2024-11-15 | 2024-11-27 | 4 | 8 |
| -3.71% | 2024-07-16 | 2024-07-19 | 2024-07-25 | 3 | 4 |
| -3.63% | 2023-12-14 | 2023-12-20 | 2024-01-08 | 4 | 11 |
Worst depth first · lengths in trading days.