$24.41
+1.06 (+4.54%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.54% | Sharpe | −0.15 |
| Sortino | −0.21 |
| Beta | 0.47 | Correlation | 0.19 |
| Up capture | 10.55% | Down capture | 110.67% |
Relative Value shows 0.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.47% | Ulcer Index | 26.06 |
| MTD | 10.35% | QTD | 15.20% |
| YTD | 3.22% | Window (ann., 3.0y) | −12.26% |
| Skewness | −0.18 | Excess Kurtosis | 2.48 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.01 |
| Gain/Pain | −0.02 | Hit Rate | 48.53% |
| Win/Loss | 1.02 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.87% | -5.78% | -4.02% | -5.67% |
| CVaR (ES) | -5.52% | -8.53% | -5.03% | -6.49% |
| VaR (Cornish-Fisher) | — | — | -4.02% | -7.37% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.47% | 2025-07-02 | 2026-07-08 | ongoing | 251 | — |
| -39.98% | 2023-09-01 | 2025-04-08 | 2025-07-02 | 400 | 58 |
| -3.36% | 2023-08-21 | 2023-08-23 | 2023-09-01 | 2 | 7 |
Worst depth first · lengths in trading days.