$26.52
+0.43 (+1.65%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.73% | Sharpe | 1.03 |
| Sortino | 1.56 |
| Beta | 0.92 | Correlation | 0.39 |
| Up capture | 142.85% | Down capture | 85.50% |
Relative Value shows 0.89 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −47.01% | Ulcer Index | 19.89 |
| MTD | 7.09% | QTD | 10.37% |
| YTD | 54.02% | Window (ann., 3.0y) | 33.43% |
| Skewness | 0.21 | Excess Kurtosis | 1.77 |
| Omega (θ=0) | 1.19 | Tail Ratio | 1.14 |
| Gain/Pain | 0.19 | Hit Rate | 51.80% |
| Win/Loss | 1.09 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.13% | -5.57% | -3.36% | -4.81% |
| CVaR (ES) | -4.44% | -6.36% | -4.25% | -5.53% |
| VaR (Cornish-Fisher) | — | — | -3.15% | -5.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -47.01% | 2024-05-20 | 2025-04-08 | 2026-01-30 | 221 | 204 |
| -17.32% | 2026-03-02 | 2026-03-13 | 2026-04-02 | 9 | 14 |
| -12.64% | 2026-05-12 | 2026-05-27 | 2026-07-24 | 10 | 38 |
| -12.37% | 2023-10-09 | 2023-11-08 | 2023-11-21 | 22 | 9 |
| -12.15% | 2023-12-01 | 2023-12-07 | 2023-12-21 | 4 | 10 |
| -7.66% | 2026-07-24 | 2026-08-11 | 2026-08-17 | 12 | 4 |
| -6.88% | 2024-01-04 | 2024-01-11 | 2024-01-19 | 5 | 5 |
| -6.56% | 2024-03-12 | 2024-03-26 | 2024-04-24 | 10 | 20 |
| -6.09% | 2026-04-17 | 2026-04-21 | 2026-05-01 | 2 | 8 |
| -5.92% | 2026-02-03 | 2026-02-05 | 2026-02-10 | 2 | 3 |
Worst depth first · lengths in trading days.