$23.64
+0.02 (+0.08%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.35% | Sharpe | 0.94 |
| Sortino | 1.47 |
| Beta | 0.76 | Correlation | 0.39 |
| Up capture | 103.24% | Down capture | 44.04% |
Relative Value shows 0.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.86% | Ulcer Index | 10.44 |
| MTD | −2.84% | QTD | −1.50% |
| YTD | 24.43% | Window (ann., 3.0y) | 26.79% |
| Skewness | 0.74 | Excess Kurtosis | 8.13 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.20 |
| Gain/Pain | 0.18 | Hit Rate | 49.27% |
| Win/Loss | 1.16 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.52% | -4.94% | -3.03% | -4.33% |
| CVaR (ES) | -3.96% | -6.15% | -3.83% | -4.98% |
| VaR (Cornish-Fisher) | — | — | -2.30% | -6.54% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.86% | 2024-11-25 | 2025-04-04 | 2026-01-22 | 88 | 200 |
| -15.79% | 2024-07-23 | 2024-08-07 | 2024-11-06 | 11 | 64 |
| -15.52% | 2026-02-06 | 2026-03-18 | 2026-06-11 | 27 | 56 |
| -13.51% | 2023-09-01 | 2023-10-03 | 2023-11-02 | 21 | 22 |
| -13.18% | 2023-12-26 | 2024-04-18 | 2024-04-29 | 78 | 7 |
| -9.48% | 2024-05-09 | 2024-06-14 | 2024-07-11 | 25 | 17 |
| -6.23% | 2026-07-16 | 2026-08-20 | ongoing | 25 | — |
| -5.94% | 2023-11-03 | 2023-11-09 | 2023-11-14 | 4 | 3 |
| -4.82% | 2024-11-06 | 2024-11-07 | 2024-11-22 | 1 | 11 |
| -4.04% | 2026-01-22 | 2026-01-23 | 2026-02-03 | 1 | 7 |
Worst depth first · lengths in trading days.