$16.20
+0.16 (+1.00%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.67% | Sharpe | 0.80 |
| Sortino | 1.21 |
| Beta | −0.04 | Correlation | −0.02 |
| Up capture | 59.99% | Down capture | −88.80% |
Relative Value shows 0.66 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.45% | Ulcer Index | 11.38 |
| MTD | 5.81% | QTD | 15.84% |
| YTD | 7.46% | Window (ann., 3.0y) | 23.59% |
| Skewness | 0.25 | Excess Kurtosis | 4.38 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.19 |
| Gain/Pain | 0.15 | Hit Rate | 50.20% |
| Win/Loss | 1.11 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.03% | -4.76% | -3.38% | -4.83% |
| CVaR (ES) | -4.22% | -7.12% | -4.27% | -5.55% |
| VaR (Cornish-Fisher) | — | — | -3.04% | -6.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.45% | 2024-07-17 | 2024-12-19 | 2025-03-17 | 109 | 57 |
| -24.19% | 2026-03-05 | 2026-06-24 | ongoing | 74 | — |
| -22.02% | 2025-03-25 | 2025-04-08 | 2025-05-23 | 10 | 32 |
| -17.92% | 2023-12-01 | 2024-03-14 | 2024-05-03 | 70 | 35 |
| -14.10% | 2025-08-18 | 2025-10-10 | 2026-01-27 | 38 | 73 |
| -9.90% | 2025-07-08 | 2025-07-28 | 2025-07-31 | 14 | 3 |
| -9.17% | 2023-09-13 | 2023-10-06 | 2023-10-17 | 17 | 7 |
| -7.52% | 2025-05-27 | 2025-06-05 | 2025-06-12 | 7 | 5 |
| -7.36% | 2024-05-09 | 2024-06-03 | 2024-06-10 | 16 | 5 |
| -5.25% | 2023-08-21 | 2023-08-24 | 2023-09-01 | 3 | 6 |
Worst depth first · lengths in trading days.