$24.81
-0.45 (-1.78%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.55% | Sharpe | 0.31 |
| Sortino | 0.44 |
| Beta | 0.69 | Correlation | 0.29 |
| Up capture | 47.96% | Down capture | 43.88% |
Relative Value shows 0.53 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −40.46% | Ulcer Index | 23.17 |
| MTD | 8.05% | QTD | 0.92% |
| YTD | 23.43% | Window (ann., 3.0y) | 4.76% |
| Skewness | 0.08 | Excess Kurtosis | 4.06 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.03 |
| Gain/Pain | 0.06 | Hit Rate | 50.60% |
| Win/Loss | 0.97 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.17% | -6.53% | -3.44% | -4.88% |
| CVaR (ES) | -4.91% | -7.56% | -4.32% | -5.59% |
| VaR (Cornish-Fisher) | — | — | -3.21% | -6.75% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.46% | 2023-12-15 | 2024-04-29 | 2026-04-28 | 91 | 500 |
| -18.43% | 2023-08-29 | 2023-10-20 | 2023-12-13 | 37 | 37 |
| -10.47% | 2026-04-28 | 2026-05-15 | 2026-06-12 | 13 | 16 |
| -8.73% | 2026-06-26 | 2026-07-30 | 2026-08-13 | 23 | 10 |
| -5.38% | 2026-06-12 | 2026-06-17 | 2026-06-26 | 2 | 6 |
| -2.96% | 2023-08-21 | 2023-08-23 | 2023-08-29 | 2 | 4 |
| -2.26% | 2026-08-13 | 2026-08-17 | 2026-08-18 | 2 | 1 |
| -2.13% | 2026-08-18 | 2026-08-21 | ongoing | 3 | — |
Worst depth first · lengths in trading days.