$15.78
-0.04 (-0.25%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.25% | Sharpe | 0.74 |
| Sortino | 1.17 |
| Beta | 1.32 | Correlation | 0.58 |
| Up capture | 112.52% | Down capture | 112.03% |
Relative Value shows 1.34 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.78% | Ulcer Index | 21.12 |
| MTD | 4.78% | QTD | 10.74% |
| YTD | 57.22% | Window (ann., 3.0y) | 20.85% |
| Skewness | 0.72 | Excess Kurtosis | 4.96 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.18 |
| Gain/Pain | 0.14 | Hit Rate | 48.40% |
| Win/Loss | 1.16 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.91% | -4.39% | -3.35% | -4.78% |
| CVaR (ES) | -4.07% | -6.09% | -4.22% | -5.49% |
| VaR (Cornish-Fisher) | — | — | -2.69% | -5.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.78% | 2024-04-08 | 2025-04-08 | 2026-06-16 | 251 | 295 |
| -15.15% | 2023-09-12 | 2023-10-27 | 2023-11-03 | 33 | 5 |
| -10.86% | 2024-01-19 | 2024-02-13 | 2024-02-28 | 17 | 10 |
| -6.40% | 2026-07-29 | 2026-08-11 | 2026-08-18 | 9 | 5 |
| -5.45% | 2023-11-03 | 2023-11-09 | 2023-11-14 | 4 | 3 |
| -5.27% | 2026-06-26 | 2026-07-08 | 2026-07-15 | 7 | 5 |
| -5.08% | 2023-08-29 | 2023-09-07 | 2023-09-12 | 6 | 3 |
| -3.21% | 2023-08-23 | 2023-08-25 | 2023-08-28 | 2 | 1 |
| -3.12% | 2026-07-22 | 2026-07-23 | 2026-07-28 | 1 | 3 |
| -3.00% | 2024-03-27 | 2024-04-04 | 2024-04-08 | 5 | 2 |
Worst depth first · lengths in trading days.