$30.84
-0.33 (-1.06%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.66% | Sharpe | 0.74 |
| Sortino | 1.09 |
| Beta | 0.61 | Correlation | 0.40 |
| Up capture | 74.24% | Down capture | 78.36% |
Relative Value shows 0.88 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −15.52% | Ulcer Index | 6.43 |
| MTD | −1.44% | QTD | 3.32% |
| YTD | 6.15% | Window (ann., 3.0y) | 13.93% |
| Skewness | 0.19 | Excess Kurtosis | 2.07 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.00 |
| Gain/Pain | 0.13 | Hit Rate | 53.94% |
| Win/Loss | 0.95 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.04% | -3.24% | -2.08% | -2.97% |
| CVaR (ES) | -2.71% | -3.77% | -2.62% | -3.41% |
| VaR (Cornish-Fisher) | — | — | -1.95% | -3.39% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -15.52% | 2024-11-27 | 2025-04-08 | 2026-02-17 | 88 | 215 |
| -14.26% | 2026-03-02 | 2026-06-18 | ongoing | 72 | — |
| -14.00% | 2023-08-30 | 2023-10-23 | 2023-12-01 | 37 | 28 |
| -9.51% | 2024-01-09 | 2024-02-28 | 2024-03-27 | 34 | 20 |
| -8.46% | 2024-07-23 | 2024-08-05 | 2024-08-21 | 9 | 12 |
| -7.48% | 2024-09-23 | 2024-11-01 | 2024-11-27 | 29 | 18 |
| -7.13% | 2024-03-28 | 2024-04-16 | 2024-05-02 | 12 | 12 |
| -4.97% | 2024-05-15 | 2024-05-29 | 2024-06-05 | 9 | 5 |
| -3.94% | 2024-06-06 | 2024-06-21 | 2024-06-28 | 10 | 5 |
| -2.72% | 2023-12-04 | 2023-12-08 | 2023-12-13 | 4 | 3 |
Worst depth first · lengths in trading days.