$22.92
+0.19 (+0.84%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.49% | Sharpe | 0.29 |
| Sortino | 0.43 |
| Beta | 1.16 | Correlation | 0.33 |
| Up capture | 79.96% | Down capture | 116.07% |
Relative Value shows 0.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −52.00% | Ulcer Index | 32.44 |
| MTD | 9.98% | QTD | 0.11% |
| YTD | 48.35% | Window (ann., 3.0y) | 3.22% |
| Skewness | 0.50 | Excess Kurtosis | 16.11 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.19 |
| Gain/Pain | 0.06 | Hit Rate | 49.73% |
| Win/Loss | 1.04 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.48% | -6.12% | -4.35% | -6.18% |
| CVaR (ES) | -5.40% | -9.24% | -5.47% | -7.09% |
| VaR (Cornish-Fisher) | — | — | -3.09% | -15.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.00% | 2024-03-06 | 2025-06-09 | ongoing | 315 | — |
| -15.17% | 2023-09-01 | 2023-11-13 | 2024-01-08 | 50 | 37 |
| -4.31% | 2024-02-16 | 2024-02-21 | 2024-02-28 | 2 | 5 |
| -3.35% | 2024-02-05 | 2024-02-13 | 2024-02-14 | 6 | 1 |
| -3.13% | 2024-01-08 | 2024-01-09 | 2024-01-29 | 1 | 13 |
| -2.53% | 2024-02-28 | 2024-02-29 | 2024-03-05 | 1 | 3 |
| -2.31% | 2024-01-30 | 2024-01-31 | 2024-02-05 | 1 | 3 |
| -1.45% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
| -1.03% | 2023-08-21 | 2023-08-22 | 2023-08-25 | 1 | 3 |
| -0.33% | 2023-08-25 | 2023-08-28 | 2023-08-29 | 1 | 1 |
Worst depth first · lengths in trading days.