$19.79
-0.07 (-0.35%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 28.07% | Sharpe | 1.85 |
| Sortino | 3.03 |
| Beta | 0.66 | Correlation | 0.33 |
| Up capture | 146.21% | Down capture | −155.23% |
| Max Drawdown | −11.59% | Ulcer Index | 4.03 |
| MTD | −2.70% | QTD | −2.17% |
| YTD | 37.45% | Window return | 58.65% |
| Skewness | 0.57 | Excess Kurtosis | 3.75 |
| Omega (θ=0) | 1.37 | Tail Ratio | 1.18 |
| Gain/Pain | 0.37 | Hit Rate | 50.83% |
| Win/Loss | 1.26 | Upside Potential | 0.70 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.32% | -3.27% | -2.70% | -3.91% |
| CVaR (ES) | -3.31% | -4.83% | -3.44% | -4.51% |
| VaR (Cornish-Fisher) | — | — | -2.27% | -4.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -11.59% | 2026-07-17 | 2026-08-10 | ongoing | 16 | — |
| -10.21% | 2025-10-16 | 2025-11-06 | 2025-11-18 | 15 | 8 |
| -9.34% | 2026-03-04 | 2026-03-30 | 2026-04-13 | 18 | 9 |
| -6.43% | 2025-11-19 | 2025-11-20 | 2025-11-21 | 1 | 1 |
| -5.59% | 2025-08-22 | 2025-09-02 | 2025-09-30 | 6 | 20 |
| -4.98% | 2026-02-10 | 2026-02-12 | 2026-02-26 | 2 | 9 |
| -4.87% | 2026-05-07 | 2026-05-15 | 2026-06-09 | 6 | 6 |
| -4.16% | 2026-01-22 | 2026-01-28 | 2026-02-10 | 4 | 9 |
| -3.72% | 2025-12-16 | 2025-12-31 | 2026-01-06 | 10 | 3 |
| -3.67% | 2026-06-12 | 2026-06-17 | 2026-06-23 | 3 | 3 |
Worst depth first · lengths in trading days.