$24.50
+0.31 (+1.28%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.61% | Sharpe | −0.10 |
| Sortino | −0.15 |
| Beta | 1.24 | Correlation | 0.53 |
| Up capture | 55.56% | Down capture | 211.21% |
Relative Value shows 1.17 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −45.00% | Ulcer Index | 23.74 |
| MTD | −6.17% | QTD | −12.25% |
| YTD | −15.37% | Window (ann., 3.0y) | −7.12% |
| Skewness | 0.13 | Excess Kurtosis | 2.22 |
| Omega (θ=0) | 0.98 | Tail Ratio | 0.93 |
| Gain/Pain | −0.02 | Hit Rate | 50.07% |
| Win/Loss | 0.96 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.92% | -4.99% | -3.08% | -4.35% |
| CVaR (ES) | -4.16% | -5.92% | -3.86% | -4.98% |
| VaR (Cornish-Fisher) | — | — | -2.93% | -5.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -45.00% | 2024-11-26 | 2026-08-18 | ongoing | 428 | — |
| -28.73% | 2023-08-30 | 2023-10-27 | 2024-05-17 | 41 | 139 |
| -13.22% | 2024-08-29 | 2024-11-01 | 2024-11-25 | 45 | 16 |
| -4.47% | 2024-06-05 | 2024-06-11 | 2024-06-27 | 4 | 11 |
| -3.90% | 2024-06-28 | 2024-07-09 | 2024-07-11 | 6 | 2 |
| -3.54% | 2024-08-01 | 2024-08-05 | 2024-08-15 | 2 | 8 |
| -2.82% | 2024-05-24 | 2024-05-29 | 2024-05-31 | 2 | 2 |
| -1.94% | 2024-05-17 | 2024-05-23 | 2024-05-24 | 4 | 1 |
| -1.86% | 2024-08-19 | 2024-08-22 | 2024-08-23 | 3 | 1 |
| -1.50% | 2024-07-17 | 2024-07-19 | 2024-07-22 | 2 | 1 |
Worst depth first · lengths in trading days.