$16.03
+0.66 (+4.29%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.97% | Sharpe | 0.63 |
| Sortino | 1.07 |
| Beta | 0.59 | Correlation | 0.24 |
| Up capture | 97.88% | Down capture | 67.84% |
Relative Value shows 0.69 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.93% | Ulcer Index | 16.76 |
| MTD | −2.61% | QTD | −5.48% |
| YTD | 53.25% | Window (ann., 3.0y) | 17.44% |
| Skewness | 1.84 | Excess Kurtosis | 11.49 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.11 |
| Gain/Pain | 0.12 | Hit Rate | 49.80% |
| Win/Loss | 1.12 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.85% | -3.91% | -3.54% | -5.04% |
| CVaR (ES) | -3.80% | -5.60% | -4.46% | -5.78% |
| VaR (Cornish-Fisher) | — | — | -1.73% | -5.16% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.93% | 2024-08-30 | 2025-05-07 | 2026-03-18 | 170 | 216 |
| -17.37% | 2023-08-21 | 2023-10-26 | 2024-05-03 | 47 | 130 |
| -13.78% | 2026-07-01 | 2026-08-11 | ongoing | 28 | — |
| -9.28% | 2026-03-25 | 2026-05-04 | 2026-05-29 | 27 | 18 |
| -7.21% | 2024-05-16 | 2024-05-23 | 2024-06-21 | 5 | 19 |
| -7.06% | 2026-05-29 | 2026-06-05 | 2026-06-11 | 5 | 2 |
| -3.98% | 2024-06-28 | 2024-07-02 | 2024-07-15 | 2 | 8 |
| -3.62% | 2026-06-18 | 2026-06-22 | 2026-06-24 | 1 | 2 |
| -3.17% | 2024-07-16 | 2024-07-18 | 2024-07-25 | 2 | 5 |
| -3.07% | 2024-07-31 | 2024-08-07 | 2024-08-13 | 5 | 4 |
Worst depth first · lengths in trading days.