$26.87
-0.24 (-0.89%)
USD · as of 2026-08-21 · marketstack
From 249 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 33.46% | Sharpe | 0.26 |
| Sortino | 0.36 |
| Beta | 0.51 | Correlation | 0.19 |
| Up capture | −31.64% | Down capture | −306.84% |
Relative Value shows 1.30 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.13% | Ulcer Index | 16.17 |
| MTD | 2.44% | QTD | 1.02% |
| YTD | 35.91% | Window return | 3.03% |
| Skewness | 0.04 | Excess Kurtosis | 2.03 |
| Omega (θ=0) | 1.04 | Tail Ratio | 0.80 |
| Gain/Pain | 0.04 | Hit Rate | 51.41% |
| Win/Loss | 0.97 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.50% | -5.76% | -3.43% | -4.87% |
| CVaR (ES) | -4.82% | -6.02% | -4.31% | -5.58% |
| VaR (Cornish-Fisher) | — | — | -3.32% | -5.81% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.13% | 2025-08-22 | 2026-02-05 | 2026-06-24 | 114 | 92 |
| -8.83% | 2026-08-11 | 2026-08-18 | ongoing | 5 | — |
| -5.74% | 2026-06-29 | 2026-07-10 | 2026-08-07 | 8 | 20 |
| -2.48% | 2026-06-24 | 2026-06-25 | 2026-06-26 | 1 | 1 |
Worst depth first · lengths in trading days.