$22.04
+0.48 (+2.23%)
USD · as of 2026-08-21 · marketstack
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.53% | Sharpe | 1.44 |
| Sortino | 2.11 |
| Beta | 0.35 | Correlation | 0.22 |
| Up capture | 119.73% | Down capture | −31.52% |
Relative Value shows 0.42 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.56% | Ulcer Index | 7.15 |
| MTD | −1.83% | QTD | 10.81% |
| YTD | 38.97% | Window (ann., 3.0y) | 45.85% |
| Skewness | −0.34 | Excess Kurtosis | 4.13 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.09 |
| Gain/Pain | 0.28 | Hit Rate | 55.15% |
| Win/Loss | 1.00 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.75% | -5.01% | -2.89% | -4.16% |
| CVaR (ES) | -4.15% | -6.92% | -3.67% | -4.79% |
| VaR (Cornish-Fisher) | — | — | -2.91% | -6.34% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.56% | 2025-03-21 | 2025-04-08 | 2025-07-24 | 12 | 73 |
| -20.22% | 2024-07-31 | 2024-08-06 | 2024-11-06 | 4 | 65 |
| -17.28% | 2026-02-13 | 2026-03-30 | 2026-06-05 | 30 | 44 |
| -11.69% | 2023-09-14 | 2023-11-08 | 2024-01-24 | 39 | 51 |
| -10.91% | 2024-03-08 | 2024-04-17 | 2024-07-01 | 27 | 51 |
| -8.91% | 2025-09-22 | 2025-10-10 | 2025-12-05 | 14 | 39 |
| -6.95% | 2024-12-03 | 2024-12-20 | 2025-01-15 | 13 | 15 |
| -6.89% | 2025-07-24 | 2025-08-04 | 2025-08-12 | 7 | 6 |
| -6.67% | 2026-07-27 | 2026-08-19 | ongoing | 17 | — |
| -6.37% | 2026-07-15 | 2026-07-17 | 2026-07-24 | 2 | 5 |
Worst depth first · lengths in trading days.