$26.64
+0.05 (+0.19%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.89% | Sharpe | 0.96 |
| Sortino | 1.58 |
| Beta | 1.35 | Correlation | 0.52 |
| Up capture | 141.26% | Down capture | 109.75% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −39.17% | Ulcer Index | 16.24 |
| MTD | 1.02% | QTD | −2.23% |
| YTD | 31.76% | Window (ann., 3.0y) | 28.93% |
| Skewness | 0.85 | Excess Kurtosis | 3.75 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.31 |
| Gain/Pain | 0.18 | Hit Rate | 47.46% |
| Win/Loss | 1.26 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.82% | -4.26% | -3.18% | -4.55% |
| CVaR (ES) | -3.76% | -5.40% | -4.02% | -5.23% |
| VaR (Cornish-Fisher) | — | — | -2.52% | -4.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.17% | 2024-11-14 | 2025-04-21 | 2026-04-21 | 105 | 249 |
| -20.01% | 2023-09-01 | 2023-10-23 | 2023-11-14 | 35 | 16 |
| -15.95% | 2023-12-22 | 2024-04-17 | 2024-07-11 | 78 | 58 |
| -10.49% | 2024-07-30 | 2024-08-05 | 2024-09-19 | 4 | 32 |
| -9.89% | 2024-10-17 | 2024-11-04 | 2024-11-06 | 12 | 2 |
| -6.82% | 2024-09-19 | 2024-10-02 | 2024-10-15 | 9 | 9 |
| -6.12% | 2026-07-01 | 2026-07-08 | ongoing | 4 | — |
| -5.64% | 2026-05-06 | 2026-05-15 | 2026-06-11 | 7 | 15 |
| -4.12% | 2023-11-24 | 2023-11-28 | 2023-12-01 | 2 | 3 |
| -3.13% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.