$28.45
-0.61 (-2.10%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.58% | Sharpe | 1.16 |
| Sortino | 1.72 |
| Beta | 0.36 | Correlation | 0.26 |
| Up capture | 96.21% | Down capture | −18.52% |
Relative Value shows 0.27 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −19.66% | Ulcer Index | 6.78 |
| MTD | 1.23% | QTD | 1.34% |
| YTD | 23.58% | Window (ann., 3.0y) | 33.61% |
| Skewness | −0.11 | Excess Kurtosis | 7.85 |
| Omega (θ=0) | 1.29 | Tail Ratio | 1.01 |
| Gain/Pain | 0.29 | Hit Rate | 37.10% |
| Win/Loss | 0.94 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.89% | -5.10% | -2.83% | -4.06% |
| CVaR (ES) | -4.34% | -6.90% | -3.58% | -4.67% |
| VaR (Cornish-Fisher) | — | — | -2.60% | -7.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -19.66% | 2024-11-15 | 2025-04-04 | 2025-07-23 | 94 | 74 |
| -11.58% | 2024-10-17 | 2024-10-28 | 2024-11-15 | 7 | 14 |
| -9.25% | 2023-08-24 | 2023-09-18 | 2023-12-08 | 16 | 58 |
| -8.64% | 2024-08-01 | 2024-08-05 | 2024-08-15 | 2 | 8 |
| -8.06% | 2025-07-31 | 2025-08-08 | 2025-09-05 | 6 | 19 |
| -6.33% | 2024-01-31 | 2024-02-14 | 2024-04-30 | 10 | 52 |
| -5.87% | 2023-12-20 | 2024-01-18 | 2024-01-30 | 18 | 8 |
| -5.13% | 2024-09-18 | 2024-10-11 | 2024-10-17 | 17 | 4 |
| -4.88% | 2025-11-06 | 2025-11-20 | 2025-12-11 | 10 | 14 |
| -4.86% | 2024-05-30 | 2024-07-02 | 2024-07-18 | 22 | 11 |
Worst depth first · lengths in trading days.