$27.42
-0.08 (-0.29%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.72% | Sharpe | 0.44 |
| Sortino | 0.69 |
| Beta | 0.33 | Correlation | 0.13 |
| Up capture | 69.09% | Down capture | 62.27% |
Relative Value shows 0.72 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.81% | Ulcer Index | 15.00 |
| MTD | 4.26% | QTD | 0.85% |
| YTD | 5.20% | Window (ann., 3.0y) | 9.67% |
| Skewness | 2.19 | Excess Kurtosis | 36.63 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.10 |
| Gain/Pain | 0.09 | Hit Rate | 50.27% |
| Win/Loss | 1.05 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.55% | -5.39% | -3.54% | -5.03% |
| CVaR (ES) | -4.42% | -8.09% | -4.45% | -5.77% |
| VaR (Cornish-Fisher) | — | — | -0.36% | -16.27% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.81% | 2024-09-27 | 2025-04-08 | 2026-02-10 | 131 | 211 |
| -22.27% | 2026-02-10 | 2026-04-29 | ongoing | 54 | — |
| -19.38% | 2023-08-30 | 2023-10-25 | 2023-12-19 | 39 | 38 |
| -18.02% | 2024-01-08 | 2024-04-01 | 2024-04-29 | 57 | 20 |
| -10.36% | 2024-05-17 | 2024-07-01 | 2024-07-29 | 29 | 19 |
| -6.68% | 2024-05-06 | 2024-05-08 | 2024-05-10 | 2 | 2 |
| -4.36% | 2024-07-29 | 2024-08-01 | 2024-08-19 | 3 | 12 |
| -3.33% | 2024-09-17 | 2024-09-23 | 2024-09-26 | 4 | 3 |
| -3.12% | 2023-12-19 | 2024-01-03 | 2024-01-05 | 9 | 2 |
| -3.10% | 2024-08-28 | 2024-09-10 | 2024-09-12 | 8 | 2 |
Worst depth first · lengths in trading days.