$20.39
-0.14 (-0.68%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.80% | Sharpe | 1.15 |
| Sortino | 1.72 |
| Beta | 0.26 | Correlation | 0.17 |
| Up capture | 71.41% | Down capture | −40.55% |
Relative Value shows 0.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −16.76% | Ulcer Index | 5.91 |
| MTD | −3.68% | QTD | 4.51% |
| YTD | 10.84% | Window (ann., 3.0y) | 27.54% |
| Skewness | 0.23 | Excess Kurtosis | 2.85 |
| Omega (θ=0) | 1.21 | Tail Ratio | 0.94 |
| Gain/Pain | 0.21 | Hit Rate | 53.47% |
| Win/Loss | 1.04 | Upside Potential | 0.63 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.50% | -3.81% | -2.36% | -3.38% |
| CVaR (ES) | -3.20% | -4.22% | -2.98% | -3.89% |
| VaR (Cornish-Fisher) | — | — | -2.17% | -4.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -16.76% | 2024-11-11 | 2025-02-12 | 2025-07-14 | 62 | 103 |
| -16.10% | 2026-05-20 | 2026-06-04 | 2026-07-21 | 10 | 28 |
| -12.18% | 2025-08-21 | 2025-10-29 | 2025-11-26 | 48 | 20 |
| -12.00% | 2023-12-01 | 2024-02-05 | 2024-03-19 | 43 | 30 |
| -11.34% | 2026-07-27 | 2026-08-11 | ongoing | 11 | — |
| -9.07% | 2024-03-28 | 2024-04-18 | 2024-05-08 | 14 | 14 |
| -8.15% | 2023-10-17 | 2023-10-27 | 2023-11-17 | 8 | 15 |
| -8.03% | 2026-03-16 | 2026-03-31 | 2026-05-12 | 11 | 29 |
| -7.60% | 2024-09-23 | 2024-10-10 | 2024-10-29 | 13 | 13 |
| -7.26% | 2026-01-07 | 2026-02-02 | 2026-02-12 | 17 | 8 |
Worst depth first · lengths in trading days.