$15.07
-0.02 (-0.13%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 17.24% | Sharpe | 1.03 |
| Sortino | 1.47 |
| Beta | 0.74 | Correlation | 0.48 |
| Up capture | 78.93% | Down capture | 64.59% |
| Max Drawdown | −17.35% | Ulcer Index | 6.45 |
| MTD | −1.50% | QTD | −0.86% |
| YTD | 15.20% | Window (ann., 3.0y) | 17.46% |
| Skewness | −0.36 | Excess Kurtosis | 2.73 |
| Omega (θ=0) | 1.19 | Tail Ratio | 0.98 |
| Gain/Pain | 0.19 | Hit Rate | 52.54% |
| Win/Loss | 1.02 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.78% | -2.66% | -1.72% | -2.46% |
| CVaR (ES) | -2.49% | -3.61% | -2.17% | -2.82% |
| VaR (Cornish-Fisher) | — | — | -1.76% | -3.38% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.35% | 2023-09-01 | 2023-10-05 | 2023-12-01 | 23 | 40 |
| -17.32% | 2024-10-02 | 2024-12-19 | 2025-05-16 | 55 | 100 |
| -14.25% | 2024-01-12 | 2024-04-16 | 2024-05-09 | 64 | 17 |
| -9.52% | 2026-02-27 | 2026-03-26 | 2026-06-26 | 19 | 58 |
| -8.43% | 2025-10-06 | 2025-11-21 | 2026-02-06 | 34 | 51 |
| -7.67% | 2024-05-17 | 2024-06-18 | 2024-07-12 | 21 | 16 |
| -4.43% | 2024-07-31 | 2024-08-06 | 2024-08-19 | 4 | 9 |
| -3.59% | 2026-07-15 | 2026-08-12 | ongoing | 20 | — |
| -3.05% | 2025-07-16 | 2025-07-18 | 2025-07-23 | 2 | 3 |
| -2.70% | 2025-07-01 | 2025-07-08 | 2025-07-16 | 4 | 6 |
Worst depth first · lengths in trading days.