$15.42
+0.11 (+0.72%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.90% | Sharpe | 0.78 |
| Sortino | 1.26 |
| Beta | 0.77 | Correlation | 0.43 |
| Up capture | 92.88% | Down capture | 73.94% |
Relative Value shows 0.66 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.55% | Ulcer Index | 10.90 |
| MTD | −0.79% | QTD | 3.01% |
| YTD | 34.00% | Window (ann., 3.0y) | 18.40% |
| Skewness | 1.09 | Excess Kurtosis | 8.20 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.17 |
| Gain/Pain | 0.15 | Hit Rate | 49.53% |
| Win/Loss | 1.13 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.35% | -4.22% | -2.60% | -3.72% |
| CVaR (ES) | -3.29% | -4.84% | -3.28% | -4.27% |
| VaR (Cornish-Fisher) | — | — | -1.79% | -4.82% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.55% | 2024-11-06 | 2025-04-11 | 2026-04-28 | 106 | 261 |
| -16.99% | 2024-01-29 | 2024-04-30 | 2024-07-15 | 64 | 51 |
| -12.88% | 2023-09-01 | 2023-10-20 | 2023-11-14 | 34 | 17 |
| -9.66% | 2024-07-26 | 2024-08-12 | 2024-11-06 | 11 | 61 |
| -7.98% | 2023-12-26 | 2024-01-17 | 2024-01-26 | 14 | 7 |
| -4.00% | 2026-04-28 | 2026-05-15 | 2026-05-21 | 13 | 4 |
| -3.95% | 2023-11-15 | 2023-11-27 | 2023-12-01 | 7 | 4 |
| -3.71% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -3.41% | 2026-08-04 | 2026-08-19 | ongoing | 11 | — |
| -3.04% | 2026-06-12 | 2026-06-17 | 2026-06-23 | 3 | 3 |
Worst depth first · lengths in trading days.