$9.04
-0.05 (-0.55%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.52% | Sharpe | 0.37 |
| Sortino | 0.56 |
| Beta | 0.60 | Correlation | 0.27 |
| Up capture | 72.04% | Down capture | 137.38% |
Relative Value shows 1.00 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.59% | Ulcer Index | 16.89 |
| MTD | 3.67% | QTD | 1.12% |
| YTD | 9.55% | Window (ann., 3.0y) | 6.82% |
| Skewness | 0.46 | Excess Kurtosis | 2.98 |
| Omega (θ=0) | 1.07 | Tail Ratio | 0.96 |
| Gain/Pain | 0.07 | Hit Rate | 47.80% |
| Win/Loss | 1.08 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.00% | -4.46% | -3.01% | -4.28% |
| CVaR (ES) | -3.95% | -5.39% | -3.79% | -4.91% |
| VaR (Cornish-Fisher) | — | — | -2.65% | -4.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.59% | 2023-08-30 | 2024-04-16 | 2025-12-16 | 157 | 419 |
| -12.23% | 2026-02-10 | 2026-08-04 | ongoing | 118 | — |
| -3.98% | 2025-12-17 | 2025-12-23 | 2025-12-26 | 4 | 2 |
| -2.51% | 2026-01-21 | 2026-02-02 | 2026-02-05 | 8 | 3 |
| -0.70% | 2025-12-26 | 2025-12-29 | 2025-12-30 | 1 | 1 |
| -0.42% | 2026-01-16 | 2026-01-20 | 2026-01-21 | 1 | 1 |
| -0.34% | 2026-01-02 | 2026-01-06 | 2026-01-07 | 2 | 1 |
| -0.33% | 2026-01-12 | 2026-01-13 | 2026-01-14 | 1 | 1 |
| -0.28% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
Worst depth first · lengths in trading days.