$13.08
+0.27 (+2.11%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.51% | Sharpe | 0.56 |
| Sortino | 0.87 |
| Beta | 0.95 | Correlation | 0.40 |
| Up capture | 101.40% | Down capture | 138.40% |
Relative Value shows 0.77 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.07% | Ulcer Index | 14.60 |
| MTD | 13.44% | QTD | 9.73% |
| YTD | −2.68% | Window (ann., 3.0y) | 14.18% |
| Skewness | 0.72 | Excess Kurtosis | 9.02 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.17 |
| Gain/Pain | 0.11 | Hit Rate | 47.99% |
| Win/Loss | 1.14 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.92% | -4.81% | -3.50% | -4.98% |
| CVaR (ES) | -4.29% | -7.08% | -4.41% | -5.72% |
| VaR (Cornish-Fisher) | — | — | -2.64% | -7.99% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.07% | 2024-08-27 | 2025-04-08 | 2025-09-09 | 153 | 105 |
| -30.03% | 2025-12-26 | 2026-03-11 | ongoing | 50 | — |
| -19.53% | 2023-08-30 | 2023-10-27 | 2024-05-31 | 41 | 148 |
| -17.67% | 2025-09-17 | 2025-10-29 | 2025-11-11 | 30 | 9 |
| -10.37% | 2024-06-24 | 2024-06-26 | 2024-07-02 | 2 | 4 |
| -9.69% | 2025-11-12 | 2025-12-08 | 2025-12-26 | 17 | 13 |
| -8.41% | 2024-07-11 | 2024-08-14 | 2024-08-23 | 24 | 7 |
| -5.42% | 2024-06-13 | 2024-06-14 | 2024-06-21 | 1 | 4 |
| -2.05% | 2025-09-15 | 2025-09-16 | 2025-09-17 | 1 | 1 |
| -1.90% | 2024-06-05 | 2024-06-06 | 2024-06-07 | 1 | 1 |
Worst depth first · lengths in trading days.