$25.80
+0.10 (+0.39%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.53% | Sharpe | 0.63 |
| Sortino | 0.93 |
| Beta | 0.44 | Correlation | 0.24 |
| Up capture | 86.51% | Down capture | 56.42% |
Relative Value shows 0.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.07% | Ulcer Index | 11.99 |
| MTD | 2.75% | QTD | 11.92% |
| YTD | 32.60% | Window (ann., 3.0y) | 15.80% |
| Skewness | 0.14 | Excess Kurtosis | 1.64 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.01 |
| Gain/Pain | 0.11 | Hit Rate | 50.00% |
| Win/Loss | 1.08 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.18% | -4.65% | -3.19% | -4.54% |
| CVaR (ES) | -4.29% | -5.90% | -4.02% | -5.22% |
| VaR (Cornish-Fisher) | — | — | -3.04% | -5.09% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.07% | 2023-12-22 | 2024-06-14 | 2025-01-29 | 119 | 155 |
| -16.96% | 2025-01-29 | 2025-04-11 | 2025-12-10 | 51 | 167 |
| -14.24% | 2026-04-09 | 2026-05-15 | 2026-07-01 | 26 | 28 |
| -13.04% | 2023-08-21 | 2023-10-23 | 2023-11-07 | 44 | 11 |
| -10.30% | 2026-02-13 | 2026-03-18 | 2026-04-09 | 22 | 15 |
| -9.19% | 2025-12-15 | 2026-01-02 | 2026-01-21 | 12 | 12 |
| -6.55% | 2023-11-14 | 2023-11-22 | 2023-12-04 | 6 | 7 |
| -5.62% | 2026-07-01 | 2026-07-08 | 2026-07-24 | 4 | 12 |
| -4.42% | 2026-01-22 | 2026-01-28 | 2026-01-30 | 4 | 2 |
| -3.07% | 2023-12-08 | 2023-12-11 | 2023-12-13 | 1 | 2 |
Worst depth first · lengths in trading days.