$21.07
+0.18 (+0.84%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.34% | Sharpe | 1.15 |
| Sortino | 1.77 |
| Beta | 0.65 | Correlation | 0.33 |
| Up capture | 103.40% | Down capture | 13.98% |
Relative Value shows 0.51 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.32% | Ulcer Index | 7.57 |
| MTD | −3.76% | QTD | −9.48% |
| YTD | 20.07% | Window (ann., 3.0y) | 30.35% |
| Skewness | 0.18 | Excess Kurtosis | 3.08 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.13 |
| Gain/Pain | 0.23 | Hit Rate | 48.93% |
| Win/Loss | 1.15 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.49% | -4.11% | -2.61% | -3.74% |
| CVaR (ES) | -3.49% | -5.31% | -3.30% | -4.30% |
| VaR (Cornish-Fisher) | — | — | -2.42% | -4.69% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.32% | 2024-12-05 | 2025-04-11 | 2025-09-04 | 86 | 99 |
| -19.26% | 2023-08-29 | 2023-10-24 | 2023-11-13 | 39 | 14 |
| -17.84% | 2024-03-13 | 2024-04-26 | 2024-07-25 | 31 | 61 |
| -14.53% | 2026-07-01 | 2026-08-10 | ongoing | 27 | — |
| -9.47% | 2025-09-18 | 2025-10-16 | 2025-11-13 | 20 | 20 |
| -8.42% | 2026-02-09 | 2026-02-27 | 2026-03-20 | 13 | 15 |
| -7.87% | 2024-07-26 | 2024-08-13 | 2024-08-19 | 12 | 4 |
| -7.85% | 2023-11-14 | 2023-12-04 | 2023-12-15 | 13 | 9 |
| -7.66% | 2024-01-30 | 2024-02-13 | 2024-03-08 | 10 | 17 |
| -6.54% | 2026-05-08 | 2026-06-01 | 2026-06-12 | 15 | 7 |
Worst depth first · lengths in trading days.