$18.67
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.55% | Sharpe | 0.63 |
| Sortino | 0.93 |
| Beta | −0.14 | Correlation | −0.07 |
| Up capture | 28.17% | Down capture | −75.02% |
Relative Value shows −0.02 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −20.43% | Ulcer Index | 9.11 |
| MTD | −5.42% | QTD | −0.03% |
| YTD | −3.61% | Window (ann., 3.0y) | 13.18% |
| Skewness | 0.17 | Excess Kurtosis | 3.29 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.00 |
| Gain/Pain | 0.11 | Hit Rate | 49.47% |
| Win/Loss | 1.09 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.37% | -3.97% | -2.48% | -3.54% |
| CVaR (ES) | -3.37% | -5.20% | -3.13% | -4.06% |
| VaR (Cornish-Fisher) | — | — | -2.30% | -4.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -20.43% | 2025-12-18 | 2026-05-04 | ongoing | 92 | — |
| -18.84% | 2025-05-19 | 2025-08-01 | 2025-11-26 | 51 | 82 |
| -16.58% | 2024-01-30 | 2024-06-21 | 2024-07-30 | 99 | 26 |
| -14.90% | 2024-12-02 | 2025-01-22 | 2025-02-25 | 33 | 23 |
| -9.48% | 2025-04-01 | 2025-04-07 | 2025-05-02 | 4 | 18 |
| -8.14% | 2024-09-13 | 2024-09-20 | 2024-10-24 | 5 | 24 |
| -7.85% | 2023-09-18 | 2024-01-11 | 2024-01-25 | 80 | 9 |
| -7.40% | 2024-07-30 | 2024-08-05 | 2024-08-23 | 4 | 14 |
| -5.51% | 2025-11-26 | 2025-12-05 | 2025-12-15 | 6 | 6 |
| -5.08% | 2024-10-24 | 2024-10-31 | 2024-11-06 | 5 | 4 |
Worst depth first · lengths in trading days.