$13.63
+0.01 (+0.07%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.33% | Sharpe | 0.83 |
| Sortino | 1.20 |
| Beta | 0.68 | Correlation | 0.48 |
| Up capture | 63.62% | Down capture | 44.05% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −18.86% | Ulcer Index | 5.75 |
| MTD | 2.64% | QTD | 1.12% |
| YTD | 7.64% | Window (ann., 3.0y) | 15.90% |
| Skewness | −0.01 | Excess Kurtosis | 5.33 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.07 |
| Gain/Pain | 0.16 | Hit Rate | 54.00% |
| Win/Loss | 0.92 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.79% | -3.73% | -2.04% | -2.91% |
| CVaR (ES) | -3.01% | -4.64% | -2.57% | -3.35% |
| VaR (Cornish-Fisher) | — | — | -1.90% | -4.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -18.86% | 2025-02-28 | 2025-04-10 | 2025-08-13 | 29 | 85 |
| -17.71% | 2026-01-16 | 2026-03-20 | 2026-05-06 | 43 | 32 |
| -13.75% | 2023-12-14 | 2024-02-28 | 2024-07-02 | 50 | 86 |
| -11.28% | 2023-09-15 | 2023-10-25 | 2023-11-15 | 28 | 15 |
| -8.72% | 2024-09-16 | 2024-11-04 | 2025-02-05 | 35 | 62 |
| -7.29% | 2024-07-23 | 2024-08-05 | 2024-08-16 | 9 | 9 |
| -6.61% | 2025-08-22 | 2025-09-24 | 2025-11-04 | 22 | 29 |
| -3.63% | 2025-11-06 | 2025-11-10 | 2025-11-11 | 2 | 1 |
| -3.22% | 2026-07-15 | 2026-08-06 | 2026-08-07 | 16 | 1 |
| -2.97% | 2023-12-01 | 2023-12-06 | 2023-12-14 | 3 | 6 |
Worst depth first · lengths in trading days.