$22.57
+0.05 (+0.22%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.79% | Sharpe | 0.56 |
| Sortino | 0.89 |
| Beta | 0.93 | Correlation | 0.46 |
| Up capture | 72.29% | Down capture | 58.00% |
Relative Value shows 0.65 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.23% | Ulcer Index | 14.53 |
| MTD | 0.89% | QTD | 0.09% |
| YTD | 22.61% | Window (ann., 3.0y) | 13.53% |
| Skewness | 1.18 | Excess Kurtosis | 9.16 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.16 |
| Gain/Pain | 0.10 | Hit Rate | 46.80% |
| Win/Loss | 1.21 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.75% | -4.86% | -3.22% | -4.59% |
| CVaR (ES) | -4.02% | -6.04% | -4.06% | -5.27% |
| VaR (Cornish-Fisher) | — | — | -2.13% | -6.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.23% | 2024-11-25 | 2025-04-11 | 2026-07-01 | 93 | 302 |
| -24.45% | 2023-12-14 | 2024-04-16 | 2024-11-06 | 83 | 142 |
| -16.52% | 2023-09-01 | 2023-10-25 | 2023-11-14 | 37 | 14 |
| -4.55% | 2026-07-16 | 2026-07-22 | ongoing | 4 | — |
| -4.48% | 2023-11-17 | 2023-11-28 | 2023-12-01 | 6 | 3 |
| -4.24% | 2024-11-06 | 2024-11-07 | 2024-11-11 | 1 | 2 |
| -4.07% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -3.31% | 2023-12-08 | 2023-12-12 | 2023-12-13 | 2 | 1 |
| -2.51% | 2024-11-11 | 2024-11-19 | 2024-11-21 | 6 | 2 |
| -2.03% | 2023-12-04 | 2023-12-05 | 2023-12-07 | 1 | 2 |
Worst depth first · lengths in trading days.