$24.17
-0.24 (-0.98%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.67% | Sharpe | 0.82 |
| Sortino | 1.20 |
| Beta | 0.61 | Correlation | 0.36 |
| Up capture | 67.52% | Down capture | 30.35% |
Relative Value shows 0.89 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −28.81% | Ulcer Index | 13.43 |
| MTD | −0.58% | QTD | −1.02% |
| YTD | 23.86% | Window (ann., 3.0y) | 16.54% |
| Skewness | −0.04 | Excess Kurtosis | 1.08 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.07 |
| Gain/Pain | 0.14 | Hit Rate | 51.33% |
| Win/Loss | 1.06 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.06% | -3.18% | -2.18% | -3.11% |
| CVaR (ES) | -2.93% | -4.29% | -2.75% | -3.57% |
| VaR (Cornish-Fisher) | — | — | -2.16% | -3.49% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -28.81% | 2024-11-27 | 2025-10-29 | ongoing | 229 | — |
| -11.81% | 2023-12-14 | 2024-02-05 | 2024-03-12 | 34 | 25 |
| -10.23% | 2023-08-30 | 2023-10-03 | 2023-11-14 | 23 | 30 |
| -8.88% | 2024-07-26 | 2024-08-12 | 2024-08-26 | 11 | 10 |
| -7.35% | 2024-04-09 | 2024-04-16 | 2024-05-01 | 5 | 11 |
| -6.12% | 2024-09-16 | 2024-11-01 | 2024-11-06 | 34 | 3 |
| -6.12% | 2024-05-17 | 2024-05-29 | 2024-07-11 | 7 | 29 |
| -3.53% | 2024-11-11 | 2024-11-14 | 2024-11-26 | 3 | 8 |
| -3.21% | 2024-03-21 | 2024-03-26 | 2024-04-08 | 3 | 8 |
| -2.73% | 2024-07-17 | 2024-07-19 | 2024-07-23 | 2 | 2 |
Worst depth first · lengths in trading days.