$10.29
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 255 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 21.29% | Sharpe | 1.01 |
| Sortino | 1.67 |
| Beta | −0.61 | Correlation | −0.48 |
| Up capture | 35.60% | Down capture | −121.44% |
| Max Drawdown | −9.67% | Ulcer Index | 4.28 |
| MTD | −2.05% | QTD | 8.26% |
| YTD | 13.77% | Window return | 21.43% |
| Skewness | 1.46 | Excess Kurtosis | 19.45 |
| Omega (θ=0) | 1.54 | Tail Ratio | 4.35 |
| Gain/Pain | 0.54 | Hit Rate | 8.63% |
| Win/Loss | 0.98 | Upside Potential | 0.30 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -0.36% | -4.14% | -2.12% | -3.03% |
| CVaR (ES) | -3.08% | -5.61% | -2.68% | -3.49% |
| VaR (Cornish-Fisher) | — | — | -0.98% | -6.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -9.67% | 2026-04-24 | 2026-05-08 | 2026-07-09 | 10 | 41 |
| -6.07% | 2026-07-17 | 2026-08-06 | ongoing | 14 | — |
| -5.52% | 2025-12-16 | 2025-12-17 | 2026-03-04 | 1 | 52 |
| -4.18% | 2025-11-20 | 2025-11-21 | 2025-12-08 | 1 | 11 |
| -4.00% | 2026-04-02 | 2026-04-06 | 2026-04-20 | 1 | 10 |
| -3.43% | 2025-11-03 | 2025-11-04 | 2025-11-10 | 1 | 4 |
| -2.44% | 2026-03-13 | 2026-03-16 | 2026-03-26 | 1 | 8 |
Worst depth first · lengths in trading days.