$9.92
-0.06 (-0.60%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.85% | Sharpe | 0.44 |
| Sortino | 0.63 |
| Beta | 0.66 | Correlation | 0.56 |
| Up capture | 53.47% | Down capture | 99.14% |
Relative Value shows 1.00 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −15.24% | Ulcer Index | 6.54 |
| MTD | 3.77% | QTD | −0.30% |
| YTD | −5.45% | Window (ann., 3.0y) | 7.48% |
| Skewness | −0.05 | Excess Kurtosis | 3.20 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.07 |
| Gain/Pain | 0.08 | Hit Rate | 50.60% |
| Win/Loss | 0.98 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.05% | -3.82% | -2.23% | -3.16% |
| CVaR (ES) | -3.11% | -4.94% | -2.80% | -3.63% |
| VaR (Cornish-Fisher) | — | — | -2.16% | -4.24% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -15.24% | 2025-02-28 | 2025-04-11 | 2025-08-22 | 30 | 91 |
| -15.00% | 2023-09-01 | 2023-10-23 | 2023-11-14 | 35 | 16 |
| -14.68% | 2025-09-05 | 2026-03-27 | ongoing | 140 | — |
| -13.14% | 2023-12-26 | 2024-02-13 | 2024-05-17 | 33 | 66 |
| -9.62% | 2024-08-30 | 2024-10-22 | 2025-02-28 | 36 | 87 |
| -7.11% | 2024-07-30 | 2024-08-05 | 2024-08-30 | 4 | 19 |
| -6.86% | 2024-05-17 | 2024-06-11 | 2024-06-28 | 16 | 12 |
| -4.82% | 2023-11-15 | 2023-11-16 | 2023-12-01 | 1 | 10 |
| -4.01% | 2023-12-01 | 2023-12-06 | 2023-12-13 | 3 | 5 |
| -3.27% | 2024-07-23 | 2024-07-24 | 2024-07-30 | 1 | 4 |
Worst depth first · lengths in trading days.