$21.98
+0.00 (+0.00%)
USD · as of 2026-08-21 · marketstack
From 246 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 26.80% | Sharpe | 0.91 |
| Sortino | 1.30 |
| Beta | −0.62 | Correlation | −0.40 |
| Up capture | 60.32% | Down capture | −40.78% |
Relative Value shows 0.02 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −15.37% | Ulcer Index | 6.43 |
| MTD | −4.19% | QTD | 4.34% |
| YTD | 11.97% | Window return | 22.62% |
| Skewness | −0.81 | Excess Kurtosis | 6.19 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.23 |
| Gain/Pain | 0.17 | Hit Rate | 49.59% |
| Win/Loss | 1.14 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.28% | -3.54% | -2.68% | -3.83% |
| CVaR (ES) | -3.60% | -6.10% | -3.39% | -4.40% |
| VaR (Cornish-Fisher) | — | — | -2.84% | -6.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -15.37% | 2026-04-09 | 2026-04-23 | 2026-07-28 | 10 | 61 |
| -11.81% | 2025-09-04 | 2025-10-10 | 2025-11-14 | 26 | 25 |
| -10.01% | 2026-02-06 | 2026-03-18 | 2026-04-09 | 27 | 13 |
| -8.70% | 2025-12-18 | 2026-01-02 | 2026-01-29 | 9 | 18 |
| -5.81% | 2026-08-04 | 2026-08-19 | ongoing | 11 | — |
| -5.34% | 2025-11-14 | 2025-11-19 | 2025-11-21 | 3 | 2 |
| -1.69% | 2026-07-28 | 2026-07-29 | 2026-08-03 | 1 | 3 |
| -1.10% | 2025-08-26 | 2025-09-03 | 2025-09-04 | 5 | 1 |
| -1.06% | 2025-11-25 | 2025-11-28 | 2025-12-01 | 2 | 1 |
| -0.90% | 2025-08-22 | 2025-08-25 | 2025-08-26 | 1 | 1 |
Worst depth first · lengths in trading days.