$15.72
+0.12 (+0.77%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 14.31% | Sharpe | 2.25 |
| Sortino | 3.83 |
| Beta | −0.28 | Correlation | −0.51 |
| Up capture | 55.18% | Down capture | −195.66% |
| Max Drawdown | −6.29% | Ulcer Index | 2.15 |
| MTD | 1.71% | QTD | 4.38% |
| YTD | 22.33% | Window return | 34.82% |
| Skewness | 0.40 | Excess Kurtosis | 0.43 |
| Omega (θ=0) | 1.46 | Tail Ratio | 1.48 |
| Gain/Pain | 0.46 | Hit Rate | 51.65% |
| Win/Loss | 1.23 | Upside Potential | 0.77 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.27% | -1.73% | -1.36% | -1.97% |
| CVaR (ES) | -1.61% | -1.99% | -1.73% | -2.28% |
| VaR (Cornish-Fisher) | — | — | -1.24% | -1.74% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -6.29% | 2026-02-09 | 2026-03-12 | 2026-04-02 | 22 | 15 |
| -5.21% | 2025-12-15 | 2026-01-20 | 2026-02-04 | 23 | 11 |
| -5.04% | 2025-09-24 | 2025-10-17 | 2025-11-24 | 17 | 26 |
| -2.55% | 2026-06-26 | 2026-07-08 | 2026-07-16 | 7 | 6 |
| -2.14% | 2026-08-04 | 2026-08-06 | ongoing | 2 | — |
| -1.98% | 2026-04-09 | 2026-05-04 | 2026-05-07 | 17 | 3 |
| -1.83% | 2026-05-07 | 2026-05-12 | 2026-06-10 | 3 | 10 |
| -1.75% | 2025-08-28 | 2025-09-03 | 2025-09-10 | 3 | 5 |
| -1.40% | 2026-07-27 | 2026-07-30 | 2026-08-04 | 3 | 3 |
| -1.27% | 2025-08-22 | 2025-08-25 | 2025-08-26 | 1 | 1 |
Worst depth first · lengths in trading days.