$9.87
+0.15 (+1.54%)
USD · as of 2026-08-19 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.32% | Sharpe | 0.48 |
| Sortino | 0.69 |
| Beta | 0.00 | Correlation | 0.00 |
| Up capture | 36.09% | Down capture | 11.26% |
| Max Drawdown | −23.11% | Ulcer Index | 9.99 |
| MTD | −0.00% | QTD | 5.79% |
| YTD | −1.08% | Window (ann., 3.0y) | 8.14% |
| Skewness | −0.00 | Excess Kurtosis | 2.24 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.01 |
| Gain/Pain | 0.08 | Hit Rate | 50.20% |
| Win/Loss | 0.97 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.05% | -3.27% | -2.17% | -3.08% |
| CVaR (ES) | -2.87% | -4.53% | -2.73% | -3.54% |
| VaR (Cornish-Fisher) | — | — | -2.11% | -3.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.11% | 2025-06-02 | 2025-09-25 | ongoing | 80 | — |
| -15.72% | 2024-10-01 | 2025-01-14 | 2025-05-02 | 71 | 75 |
| -8.90% | 2023-10-09 | 2023-10-27 | 2023-11-24 | 14 | 19 |
| -7.50% | 2024-01-11 | 2024-01-24 | 2024-06-06 | 8 | 93 |
| -7.31% | 2023-11-28 | 2023-12-15 | 2024-01-08 | 13 | 14 |
| -5.58% | 2023-08-23 | 2023-09-06 | 2023-09-29 | 9 | 17 |
| -4.40% | 2024-06-24 | 2024-06-28 | 2024-07-10 | 4 | 7 |
| -3.35% | 2025-05-07 | 2025-05-14 | 2025-05-16 | 5 | 2 |
| -3.03% | 2024-06-06 | 2024-06-11 | 2024-06-24 | 3 | 8 |
| -1.78% | 2024-09-17 | 2024-09-19 | 2024-09-24 | 2 | 3 |
Worst depth first · lengths in trading days.