$14.93
+0.20 (+1.36%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.37% | Sharpe | −0.22 |
| Sortino | −0.32 |
| Beta | 1.22 | Correlation | 0.57 |
| Up capture | 43.23% | Down capture | 195.14% |
Relative Value shows 0.97 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −54.98% | Ulcer Index | 29.34 |
| MTD | 0.95% | QTD | −13.95% |
| YTD | 32.31% | Window (ann., 3.0y) | −10.21% |
| Skewness | 0.22 | Excess Kurtosis | 2.53 |
| Omega (θ=0) | 0.96 | Tail Ratio | 1.10 |
| Gain/Pain | −0.04 | Hit Rate | 47.07% |
| Win/Loss | 1.04 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.74% | -5.04% | -3.07% | -4.33% |
| CVaR (ES) | -4.01% | -5.98% | -3.84% | -4.96% |
| VaR (Cornish-Fisher) | — | — | -2.86% | -5.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -54.98% | 2023-08-21 | 2025-11-19 | ongoing | 565 | — |
Worst depth first · lengths in trading days.