$29.10
+0.15 (+0.52%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.22% | Sharpe | 0.85 |
| Sortino | 1.31 |
| Beta | 0.72 | Correlation | 0.33 |
| Up capture | 104.26% | Down capture | 54.40% |
Relative Value shows 0.49 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −22.44% | Ulcer Index | 10.06 |
| MTD | −1.31% | QTD | −0.94% |
| YTD | 26.32% | Window (ann., 3.0y) | 23.86% |
| Skewness | 0.67 | Excess Kurtosis | 5.94 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.15 |
| Gain/Pain | 0.16 | Hit Rate | 51.60% |
| Win/Loss | 1.07 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.81% | -5.26% | -3.13% | -4.47% |
| CVaR (ES) | -4.16% | -6.17% | -3.95% | -5.14% |
| VaR (Cornish-Fisher) | — | — | -2.50% | -5.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.44% | 2023-12-14 | 2024-06-14 | 2024-07-23 | 125 | 25 |
| -22.41% | 2024-11-06 | 2025-04-11 | 2026-01-21 | 106 | 194 |
| -13.00% | 2026-02-17 | 2026-03-20 | 2026-06-11 | 23 | 55 |
| -9.70% | 2024-08-28 | 2024-10-01 | 2024-10-17 | 23 | 12 |
| -9.61% | 2026-01-22 | 2026-01-28 | 2026-02-06 | 4 | 7 |
| -9.57% | 2023-09-01 | 2023-10-25 | 2023-11-03 | 37 | 7 |
| -9.37% | 2024-07-31 | 2024-08-12 | 2024-08-23 | 8 | 9 |
| -6.90% | 2026-07-16 | 2026-08-19 | ongoing | 24 | — |
| -6.85% | 2024-10-17 | 2024-10-21 | 2024-10-30 | 2 | 7 |
| -6.23% | 2023-11-03 | 2023-11-09 | 2023-11-14 | 4 | 3 |
Worst depth first · lengths in trading days.