$30.36
—
USD · final close, as of 2026-06-30 · marketstack
Delisted — merged 2026-07-01
From 248 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 26.19% | Sharpe | 1.33 |
| Sortino | 2.88 |
| Beta | 1.77 | Correlation | 0.75 |
| Up capture | 128.61% | Down capture | 6.01% |
Relative Value shows 0.96 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −14.11% | Ulcer Index | 5.87 |
| MTD | 0.40% | QTD | 29.91% |
| YTD | 34.11% | Window return | 36.50% |
| Skewness | 6.07 | Excess Kurtosis | 68.40 |
| Omega (θ=0) | 1.37 | Tail Ratio | 1.19 |
| Gain/Pain | 0.37 | Hit Rate | 50.40% |
| Win/Loss | 1.15 | Upside Potential | 0.67 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.80% | -2.72% | -2.58% | -3.70% |
| CVaR (ES) | -2.43% | -3.15% | -3.26% | -4.26% |
| VaR (Cornish-Fisher) | — | — | 3.69% | 0.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -14.11% | 2025-09-18 | 2025-12-09 | 2026-02-17 | 57 | 46 |
| -10.85% | 2026-02-25 | 2026-03-26 | 2026-04-20 | 21 | 15 |
| -5.04% | 2025-07-22 | 2025-08-18 | 2025-09-05 | 19 | 13 |
| -4.42% | 2026-02-17 | 2026-02-19 | 2026-02-25 | 2 | 4 |
| -2.66% | 2025-07-02 | 2025-07-09 | 2025-07-14 | 4 | 3 |
| -2.26% | 2025-07-14 | 2025-07-15 | 2025-07-16 | 1 | 1 |
| -1.14% | 2025-09-08 | 2025-09-10 | 2025-09-18 | 2 | 6 |
| -0.84% | 2025-06-30 | 2025-07-01 | 2025-07-02 | 1 | 1 |
| -0.49% | 2025-07-17 | 2025-07-18 | 2025-07-21 | 1 | 1 |
| -0.13% | 2026-05-21 | 2026-05-22 | 2026-05-26 | 1 | 1 |
Worst depth first · lengths in trading days.