$13.73
+0.26 (+1.93%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 26.75% | Sharpe | 1.02 |
| Sortino | 1.56 |
| Beta | 0.50 | Correlation | 0.27 |
| Up capture | 84.59% | Down capture | −14.64% |
Relative Value shows 0.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.29% | Ulcer Index | 11.64 |
| MTD | 10.02% | QTD | 11.63% |
| YTD | 24.05% | Window (ann., 3.0y) | 26.32% |
| Skewness | 0.67 | Excess Kurtosis | 8.70 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.06 |
| Gain/Pain | 0.20 | Hit Rate | 49.47% |
| Win/Loss | 1.12 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.44% | -4.05% | -2.66% | -3.81% |
| CVaR (ES) | -3.64% | -5.58% | -3.37% | -4.38% |
| VaR (Cornish-Fisher) | — | — | -2.04% | -6.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.29% | 2025-02-19 | 2026-03-27 | 2026-07-06 | 277 | 62 |
| -14.63% | 2026-07-14 | 2026-07-23 | 2026-08-10 | 7 | 12 |
| -9.04% | 2023-12-27 | 2024-02-28 | 2024-03-25 | 42 | 18 |
| -7.80% | 2024-07-30 | 2024-08-08 | 2024-09-13 | 7 | 25 |
| -7.68% | 2023-11-14 | 2023-11-30 | 2023-12-13 | 11 | 9 |
| -6.29% | 2024-11-06 | 2024-11-11 | 2024-11-20 | 3 | 7 |
| -5.98% | 2024-06-05 | 2024-06-14 | 2024-07-11 | 7 | 17 |
| -5.86% | 2024-12-03 | 2024-12-18 | 2025-01-02 | 11 | 9 |
| -5.83% | 2024-05-08 | 2024-05-13 | 2024-05-28 | 3 | 10 |
| -5.74% | 2023-09-12 | 2023-10-03 | 2023-10-16 | 15 | 9 |
Worst depth first · lengths in trading days.