$25.77
-0.21 (-0.81%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.40% | Sharpe | −0.47 |
| Sortino | −0.59 |
| Beta | 0.91 | Correlation | 0.38 |
| Up capture | 13.14% | Down capture | 204.75% |
Relative Value shows 0.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −54.57% | Ulcer Index | 29.60 |
| MTD | 14.79% | QTD | −2.13% |
| YTD | −12.82% | Window (ann., 3.0y) | −18.65% |
| Skewness | −2.25 | Excess Kurtosis | 17.48 |
| Omega (θ=0) | 0.91 | Tail Ratio | 1.06 |
| Gain/Pain | −0.09 | Hit Rate | 50.00% |
| Win/Loss | 0.90 | Upside Potential | 0.39 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.47% | -5.10% | -3.42% | -4.81% |
| CVaR (ES) | -5.02% | -11.51% | -4.27% | -5.50% |
| VaR (Cornish-Fisher) | — | — | -3.81% | -12.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -54.57% | 2024-03-28 | 2026-07-31 | ongoing | 583 | — |
| -19.36% | 2023-08-30 | 2023-11-01 | 2024-03-21 | 44 | 96 |
| -1.83% | 2023-08-21 | 2023-08-24 | 2023-08-29 | 3 | 3 |
| -1.55% | 2024-03-21 | 2024-03-26 | 2024-03-27 | 3 | 1 |
Worst depth first · lengths in trading days.