$19.95
-0.36 (-1.77%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.06% | Sharpe | 1.09 |
| Sortino | 1.60 |
| Beta | 0.76 | Correlation | 0.39 |
| Up capture | 100.12% | Down capture | 50.09% |
Relative Value shows 0.73 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −21.48% | Ulcer Index | 8.66 |
| MTD | 0.00% | QTD | −5.94% |
| YTD | 3.58% | Window (ann., 3.0y) | 24.88% |
| Skewness | −0.08 | Excess Kurtosis | 2.59 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.11 |
| Gain/Pain | 0.20 | Hit Rate | 52.27% |
| Win/Loss | 1.07 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.15% | -3.83% | -2.29% | -3.28% |
| CVaR (ES) | -3.22% | -5.06% | -2.90% | -3.77% |
| VaR (Cornish-Fisher) | — | — | -2.25% | -4.25% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -21.48% | 2024-11-26 | 2025-04-08 | 2025-10-23 | 89 | 137 |
| -11.92% | 2026-05-11 | 2026-07-31 | ongoing | 53 | — |
| -11.33% | 2024-07-26 | 2024-08-12 | 2024-09-13 | 11 | 23 |
| -11.16% | 2023-09-01 | 2023-11-13 | 2024-02-09 | 50 | 60 |
| -9.99% | 2024-10-18 | 2024-11-01 | 2024-11-06 | 10 | 3 |
| -9.70% | 2025-11-11 | 2025-12-05 | 2026-03-05 | 17 | 60 |
| -8.00% | 2024-04-03 | 2024-04-17 | 2024-05-20 | 10 | 23 |
| -7.30% | 2026-03-09 | 2026-03-20 | 2026-04-02 | 9 | 9 |
| -6.30% | 2024-05-20 | 2024-06-04 | 2024-07-16 | 10 | 28 |
| -4.57% | 2026-04-10 | 2026-04-22 | 2026-04-30 | 8 | 6 |
Worst depth first · lengths in trading days.