$24.60
-0.18 (-0.73%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.93% | Sharpe | 0.05 |
| Sortino | 0.07 |
| Beta | 1.04 | Correlation | 0.51 |
| Up capture | 69.09% | Down capture | 200.60% |
Relative Value shows 0.94 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −42.21% | Ulcer Index | 23.23 |
| MTD | 0.99% | QTD | −1.32% |
| YTD | 20.73% | Window (ann., 3.0y) | −1.99% |
| Skewness | −0.58 | Excess Kurtosis | 7.42 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.02 |
| Gain/Pain | 0.01 | Hit Rate | 49.53% |
| Win/Loss | 0.98 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.50% | -4.31% | -2.68% | -3.79% |
| CVaR (ES) | -3.70% | -5.97% | -3.36% | -4.35% |
| VaR (Cornish-Fisher) | — | — | -2.69% | -7.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -42.21% | 2024-10-18 | 2025-04-21 | ongoing | 124 | — |
| -23.42% | 2023-08-30 | 2023-10-25 | 2023-12-13 | 39 | 34 |
| -20.02% | 2023-12-14 | 2024-03-19 | 2024-07-16 | 64 | 81 |
| -5.11% | 2024-07-30 | 2024-08-30 | 2024-10-15 | 23 | 31 |
| -2.96% | 2024-07-17 | 2024-07-19 | 2024-07-26 | 2 | 5 |
| -0.45% | 2023-08-23 | 2023-08-28 | 2023-08-29 | 3 | 1 |
| -0.23% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.