$23.43
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.69% | Sharpe | 0.23 |
| Sortino | 0.32 |
| Beta | 0.81 | Correlation | 0.35 |
| Up capture | 49.37% | Down capture | 79.06% |
Relative Value shows 0.73 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.76% | Ulcer Index | 16.28 |
| MTD | −8.69% | QTD | 3.63% |
| YTD | 2.33% | Window (ann., 3.0y) | 2.36% |
| Skewness | −1.04 | Excess Kurtosis | 11.32 |
| Omega (θ=0) | 1.04 | Tail Ratio | 0.97 |
| Gain/Pain | 0.04 | Hit Rate | 51.40% |
| Win/Loss | 0.96 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.97% | -6.20% | -3.25% | -4.61% |
| CVaR (ES) | -4.84% | -8.74% | -4.09% | -5.29% |
| VaR (Cornish-Fisher) | — | — | -3.35% | -10.61% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.76% | 2023-08-29 | 2023-10-27 | 2024-12-05 | 42 | 278 |
| -31.54% | 2025-05-27 | 2026-05-05 | ongoing | 236 | — |
| -12.08% | 2025-04-03 | 2025-04-08 | 2025-05-06 | 3 | 19 |
| -8.42% | 2025-01-30 | 2025-03-04 | 2025-04-03 | 22 | 22 |
| -8.40% | 2024-12-05 | 2025-01-02 | 2025-01-23 | 18 | 13 |
| -1.90% | 2025-05-09 | 2025-05-14 | 2025-05-15 | 3 | 1 |
| -1.78% | 2025-05-20 | 2025-05-22 | 2025-05-27 | 2 | 2 |
| -1.20% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -1.04% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.60% | 2025-05-07 | 2025-05-08 | 2025-05-09 | 1 | 1 |
Worst depth first · lengths in trading days.