$25.92
-0.10 (-0.38%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.45% | Sharpe | 0.75 |
| Sortino | 1.14 |
| Beta | 0.85 | Correlation | 0.37 |
| Up capture | 97.69% | Down capture | 82.69% |
Relative Value shows 0.55 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.50% | Ulcer Index | 16.39 |
| MTD | 4.05% | QTD | −3.04% |
| YTD | 16.88% | Window (ann., 3.0y) | 17.64% |
| Skewness | 0.12 | Excess Kurtosis | 3.35 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.30 |
| Gain/Pain | 0.15 | Hit Rate | 48.67% |
| Win/Loss | 1.18 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.31% | -4.61% | -2.66% | -3.80% |
| CVaR (ES) | -3.72% | -6.07% | -3.36% | -4.36% |
| VaR (Cornish-Fisher) | — | — | -2.49% | -4.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.50% | 2023-12-21 | 2025-04-14 | 2025-12-03 | 327 | 161 |
| -12.59% | 2026-02-06 | 2026-03-18 | 2026-06-11 | 27 | 57 |
| -10.78% | 2026-07-16 | 2026-07-24 | ongoing | 6 | — |
| -8.88% | 2025-12-15 | 2026-01-02 | 2026-02-02 | 12 | 20 |
| -8.85% | 2023-10-02 | 2023-10-11 | 2023-11-02 | 7 | 16 |
| -5.42% | 2023-09-01 | 2023-09-05 | 2023-09-29 | 1 | 18 |
| -3.82% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -2.91% | 2026-06-12 | 2026-06-17 | 2026-06-24 | 2 | 4 |
| -1.62% | 2023-08-24 | 2023-08-28 | 2023-08-29 | 2 | 1 |
| -1.62% | 2023-08-29 | 2023-08-31 | 2023-09-01 | 2 | 1 |
Worst depth first · lengths in trading days.