$16.15
-0.02 (-0.12%)
USD · as of 2026-08-21 · marketstack
Returns are measured from 2021-04-01 — the price history has a 1176-day gap before it.
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.93% | Sharpe | 0.87 |
| Sortino | 1.39 |
| Beta | 1.16 | Correlation | 0.40 |
| Up capture | 150.49% | Down capture | 147.43% |
Relative Value shows 0.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −39.34% | Ulcer Index | 14.80 |
| MTD | 1.43% | QTD | −0.73% |
| YTD | 18.47% | Window (ann., 3.0y) | 26.11% |
| Skewness | 0.76 | Excess Kurtosis | 5.95 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.21 |
| Gain/Pain | 0.17 | Hit Rate | 49.53% |
| Win/Loss | 1.12 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.86% | -5.38% | -3.30% | -4.71% |
| CVaR (ES) | -4.24% | -6.89% | -4.16% | -5.41% |
| VaR (Cornish-Fisher) | — | — | -2.58% | -5.98% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.34% | 2024-01-30 | 2025-04-11 | 2025-12-11 | 301 | 168 |
| -15.03% | 2023-09-01 | 2023-10-23 | 2023-10-30 | 35 | 5 |
| -11.18% | 2026-02-04 | 2026-03-18 | 2026-04-24 | 29 | 26 |
| -7.87% | 2026-06-26 | 2026-07-24 | 2026-08-12 | 19 | 13 |
| -6.33% | 2025-12-31 | 2026-01-07 | 2026-01-21 | 4 | 9 |
| -6.23% | 2026-04-28 | 2026-05-15 | 2026-06-02 | 13 | 11 |
| -6.02% | 2026-01-22 | 2026-01-28 | 2026-02-03 | 4 | 4 |
| -3.92% | 2025-12-18 | 2025-12-29 | 2025-12-31 | 6 | 2 |
| -3.84% | 2024-01-05 | 2024-01-17 | 2024-01-26 | 7 | 7 |
| -3.68% | 2023-11-14 | 2023-11-22 | 2023-12-01 | 6 | 6 |
Worst depth first · lengths in trading days.