$16.28
+0.21 (+1.31%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.59% | Sharpe | 0.91 |
| Sortino | 1.27 |
| Beta | 0.21 | Correlation | 0.15 |
| Up capture | 38.09% | Down capture | −70.84% |
Relative Value shows 0.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.73% | Ulcer Index | 12.37 |
| MTD | −3.90% | QTD | 2.45% |
| YTD | 18.06% | Window (ann., 3.0y) | 18.70% |
| Skewness | −0.79 | Excess Kurtosis | 7.43 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.07 |
| Gain/Pain | 0.18 | Hit Rate | 54.46% |
| Win/Loss | 0.92 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.81% | -3.85% | -2.16% | -3.09% |
| CVaR (ES) | -3.18% | -6.01% | -2.73% | -3.55% |
| VaR (Cornish-Fisher) | — | — | -2.25% | -5.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.73% | 2025-03-04 | 2026-02-05 | 2026-07-13 | 233 | 104 |
| -10.41% | 2024-03-28 | 2024-05-29 | 2024-07-22 | 42 | 36 |
| -9.47% | 2026-07-29 | 2026-08-18 | ongoing | 14 | — |
| -8.92% | 2026-07-13 | 2026-07-23 | 2026-07-29 | 8 | 4 |
| -6.86% | 2023-09-14 | 2023-10-02 | 2023-10-16 | 12 | 10 |
| -6.00% | 2024-01-08 | 2024-02-07 | 2024-03-01 | 21 | 16 |
| -5.45% | 2025-01-07 | 2025-01-13 | 2025-01-30 | 3 | 12 |
| -5.34% | 2024-09-05 | 2024-10-10 | 2024-10-29 | 25 | 13 |
| -4.64% | 2023-11-27 | 2023-12-01 | 2023-12-22 | 4 | 15 |
| -4.05% | 2025-02-05 | 2025-02-07 | 2025-02-18 | 2 | 6 |
Worst depth first · lengths in trading days.