$15.29
-0.09 (-0.59%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.50% | Sharpe | 0.56 |
| Sortino | 0.84 |
| Beta | 0.02 | Correlation | 0.01 |
| Up capture | 28.71% | Down capture | −54.06% |
Relative Value shows 0.32 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −22.80% | Ulcer Index | 10.04 |
| MTD | −8.17% | QTD | −5.50% |
| YTD | 4.87% | Window (ann., 3.0y) | 11.58% |
| Skewness | 0.33 | Excess Kurtosis | 1.26 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.08 |
| Gain/Pain | 0.10 | Hit Rate | 49.33% |
| Win/Loss | 1.05 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.66% | -3.58% | -2.59% | -3.68% |
| CVaR (ES) | -3.21% | -4.10% | -3.26% | -4.22% |
| VaR (Cornish-Fisher) | — | — | -2.39% | -3.70% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.80% | 2024-11-06 | 2025-11-04 | 2026-03-13 | 248 | 88 |
| -22.68% | 2026-04-24 | 2026-06-03 | ongoing | 27 | — |
| -12.10% | 2024-07-31 | 2024-08-07 | 2024-08-23 | 5 | 12 |
| -10.10% | 2024-05-21 | 2024-07-05 | 2024-07-17 | 30 | 8 |
| -7.32% | 2023-11-03 | 2023-11-16 | 2023-12-26 | 9 | 26 |
| -6.57% | 2024-02-29 | 2024-03-22 | 2024-05-01 | 16 | 27 |
| -6.57% | 2024-09-20 | 2024-10-25 | 2024-11-05 | 25 | 7 |
| -5.79% | 2023-09-14 | 2023-09-29 | 2023-11-01 | 11 | 23 |
| -5.33% | 2026-03-17 | 2026-03-20 | 2026-03-25 | 3 | 3 |
| -5.16% | 2024-02-12 | 2024-02-13 | 2024-02-26 | 1 | 8 |
Worst depth first · lengths in trading days.