$25.68
+0.86 (+3.46%)
USD · as of 2026-08-19 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.26% | Sharpe | −0.03 |
| Sortino | −0.04 |
| Beta | 0.11 | Correlation | 0.07 |
| Up capture | 9.19% | Down capture | 45.68% |
| Max Drawdown | −38.68% | Ulcer Index | 21.23 |
| MTD | −0.66% | QTD | 8.72% |
| YTD | 9.63% | Window (ann., 3.0y) | −3.50% |
| Skewness | −0.27 | Excess Kurtosis | 1.87 |
| Omega (θ=0) | 1.00 | Tail Ratio | 0.93 |
| Gain/Pain | −0.00 | Hit Rate | 51.20% |
| Win/Loss | 0.94 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.49% | -4.29% | -2.52% | -3.56% |
| CVaR (ES) | -3.64% | -5.34% | -3.16% | -4.08% |
| VaR (Cornish-Fisher) | — | — | -2.57% | -4.48% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.68% | 2024-04-29 | 2026-03-23 | ongoing | 475 | — |
| -11.39% | 2024-01-09 | 2024-02-14 | 2024-04-22 | 25 | 46 |
| -10.70% | 2023-09-26 | 2023-10-12 | 2023-11-22 | 12 | 29 |
| -5.07% | 2023-12-13 | 2023-12-20 | 2024-01-02 | 5 | 7 |
| -2.68% | 2023-08-25 | 2023-09-05 | 2023-09-11 | 6 | 4 |
| -1.31% | 2023-09-11 | 2023-09-13 | 2023-09-14 | 2 | 1 |
| -1.07% | 2023-08-18 | 2023-08-22 | 2023-08-25 | 2 | 3 |
| -1.06% | 2024-04-24 | 2024-04-26 | 2024-04-29 | 2 | 1 |
| -1.04% | 2023-09-14 | 2023-09-18 | 2023-09-19 | 2 | 1 |
| -0.96% | 2023-09-21 | 2023-09-22 | 2023-09-26 | 1 | 2 |
Worst depth first · lengths in trading days.