$18.53
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.83% | Sharpe | 0.80 |
| Sortino | 1.18 |
| Beta | 1.04 | Correlation | 0.57 |
| Up capture | 110.95% | Down capture | 115.51% |
Relative Value shows 0.86 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.58% | Ulcer Index | 9.34 |
| MTD | −1.96% | QTD | −2.88% |
| YTD | 9.95% | Window (ann., 3.0y) | 20.57% |
| Skewness | 0.27 | Excess Kurtosis | 8.82 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.16 |
| Gain/Pain | 0.15 | Hit Rate | 51.27% |
| Win/Loss | 1.05 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.50% | -4.91% | -2.90% | -4.13% |
| CVaR (ES) | -4.09% | -6.46% | -3.65% | -4.75% |
| VaR (Cornish-Fisher) | — | — | -2.43% | -7.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.58% | 2024-11-25 | 2025-04-04 | 2025-09-04 | 88 | 104 |
| -15.74% | 2026-02-09 | 2026-03-18 | 2026-06-23 | 26 | 62 |
| -13.25% | 2024-07-26 | 2024-08-06 | 2024-11-06 | 7 | 65 |
| -12.75% | 2025-09-04 | 2025-10-16 | 2025-12-01 | 30 | 31 |
| -11.55% | 2023-09-01 | 2023-10-25 | 2023-11-14 | 37 | 14 |
| -9.55% | 2024-05-15 | 2024-06-14 | 2024-07-11 | 21 | 17 |
| -9.50% | 2024-03-28 | 2024-04-18 | 2024-05-10 | 14 | 16 |
| -8.01% | 2024-01-29 | 2024-02-06 | 2024-03-27 | 6 | 35 |
| -7.10% | 2023-12-27 | 2024-01-17 | 2024-01-29 | 13 | 8 |
| -6.51% | 2024-07-16 | 2024-07-18 | 2024-07-26 | 2 | 6 |
Worst depth first · lengths in trading days.