$22.25
-0.03 (-0.13%)
USD · as of 2026-08-21 · marketstack
From 242 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 25.22% | Sharpe | −0.31 |
| Sortino | −0.42 |
| Beta | −0.98 | Correlation | −0.48 |
| Up capture | −57.78% | Down capture | −126.23% |
| Max Drawdown | −23.86% | Ulcer Index | 11.75 |
| MTD | −14.55% | QTD | −8.29% |
| YTD | 2.00% | Window return | −9.96% |
| Skewness | −0.33 | Excess Kurtosis | 1.68 |
| Omega (θ=0) | 0.95 | Tail Ratio | 0.86 |
| Gain/Pain | −0.05 | Hit Rate | 50.00% |
| Win/Loss | 0.94 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.74% | -4.37% | -2.64% | -3.73% |
| CVaR (ES) | -3.78% | -5.62% | -3.31% | -4.26% |
| VaR (Cornish-Fisher) | — | — | -2.74% | -4.67% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.86% | 2026-04-09 | 2026-08-21 | ongoing | 83 | — |
| -18.43% | 2025-08-22 | 2025-10-10 | 2026-03-26 | 34 | 114 |
| -0.80% | 2026-04-01 | 2026-04-02 | 2026-04-06 | 1 | 1 |
| -0.45% | 2026-04-06 | 2026-04-07 | 2026-04-08 | 1 | 1 |
Worst depth first · lengths in trading days.