$17.50
+0.06 (+0.34%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 18.20% | Sharpe | 1.51 |
| Sortino | 2.83 |
| Beta | −0.11 | Correlation | −0.08 |
| Up capture | 69.59% | Down capture | −62.54% |
Relative Value shows 0.02 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −17.86% | Ulcer Index | 5.01 |
| MTD | −4.89% | QTD | −2.45% |
| YTD | 37.54% | Window (ann., 3.0y) | 29.19% |
| Skewness | 2.55 | Excess Kurtosis | 25.34 |
| Omega (θ=0) | 1.51 | Tail Ratio | 1.37 |
| Gain/Pain | 0.51 | Hit Rate | 29.47% |
| Win/Loss | 1.55 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.24% | -2.65% | -1.78% | -2.56% |
| CVaR (ES) | -2.21% | -3.89% | -2.26% | -2.95% |
| VaR (Cornish-Fisher) | — | — | -0.22% | -4.40% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.86% | 2023-08-25 | 2023-11-29 | 2024-07-15 | 66 | 155 |
| -11.76% | 2026-07-28 | 2026-08-07 | ongoing | 8 | — |
| -6.80% | 2025-03-14 | 2025-04-08 | 2025-07-21 | 17 | 70 |
| -6.67% | 2024-09-20 | 2025-02-04 | 2025-03-03 | 92 | 18 |
| -5.15% | 2026-02-19 | 2026-02-26 | 2026-02-27 | 5 | 1 |
| -5.03% | 2026-03-30 | 2026-04-10 | 2026-04-22 | 8 | 8 |
| -4.48% | 2026-05-11 | 2026-06-03 | 2026-06-11 | 16 | 4 |
| -4.35% | 2026-07-16 | 2026-07-22 | 2026-07-28 | 4 | 4 |
| -4.29% | 2026-06-18 | 2026-07-08 | 2026-07-16 | 12 | 6 |
| -3.79% | 2025-03-03 | 2025-03-10 | 2025-03-14 | 5 | 4 |
Worst depth first · lengths in trading days.