$22.68
+0.74 (+3.37%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.95% | Sharpe | −0.16 |
| Sortino | −0.22 |
| Beta | 0.61 | Correlation | 0.41 |
| Up capture | 11.14% | Down capture | 94.38% |
Relative Value shows 0.51 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.21% | Ulcer Index | 18.20 |
| MTD | 1.61% | QTD | −9.24% |
| YTD | −0.48% | Window (ann., 3.0y) | −7.13% |
| Skewness | 0.11 | Excess Kurtosis | 1.83 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.00 |
| Gain/Pain | −0.03 | Hit Rate | 48.93% |
| Win/Loss | 0.99 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.64% | -4.53% | -2.71% | -3.82% |
| CVaR (ES) | -3.64% | -5.13% | -3.39% | -4.37% |
| VaR (Cornish-Fisher) | — | — | -2.59% | -4.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.21% | 2024-11-22 | 2026-03-25 | ongoing | 332 | — |
| -15.03% | 2023-12-26 | 2024-07-09 | 2024-11-22 | 133 | 97 |
| -7.43% | 2023-09-15 | 2023-10-03 | 2023-11-14 | 12 | 30 |
| -7.31% | 2023-11-14 | 2023-11-30 | 2023-12-12 | 11 | 8 |
| -3.53% | 2023-09-01 | 2023-09-06 | 2023-09-14 | 2 | 6 |
| -1.91% | 2023-08-21 | 2023-08-22 | 2023-08-30 | 1 | 6 |
| -1.90% | 2023-12-13 | 2023-12-20 | 2023-12-22 | 5 | 2 |
Worst depth first · lengths in trading days.