$13.24
+0.06 (+0.46%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.72% | Sharpe | 1.11 |
| Sortino | 1.69 |
| Beta | 0.17 | Correlation | 0.05 |
| Up capture | 127.32% | Down capture | −68.01% |
Relative Value shows 0.17 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.17% | Ulcer Index | 13.35 |
| MTD | 13.65% | QTD | 32.40% |
| YTD | 58.50% | Window (ann., 3.0y) | 40.12% |
| Skewness | 0.14 | Excess Kurtosis | 2.22 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.15 |
| Gain/Pain | 0.20 | Hit Rate | 51.20% |
| Win/Loss | 1.09 | Upside Potential | 0.64 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.36% | -5.11% | -3.64% | -5.22% |
| CVaR (ES) | -4.70% | -6.98% | -4.61% | -6.00% |
| VaR (Cornish-Fisher) | — | — | -3.45% | -6.16% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.17% | 2024-05-28 | 2025-04-04 | 2025-06-04 | 214 | 41 |
| -23.83% | 2026-05-20 | 2026-07-01 | 2026-08-19 | 26 | 34 |
| -21.47% | 2024-01-31 | 2024-04-18 | 2024-05-16 | 55 | 20 |
| -17.92% | 2023-08-22 | 2023-10-04 | 2023-11-01 | 30 | 20 |
| -16.68% | 2025-11-18 | 2026-01-05 | 2026-02-02 | 31 | 19 |
| -15.14% | 2026-02-27 | 2026-03-13 | 2026-04-17 | 10 | 24 |
| -11.80% | 2023-11-03 | 2023-12-12 | 2023-12-21 | 26 | 7 |
| -11.66% | 2025-06-17 | 2025-07-31 | 2025-08-29 | 30 | 21 |
| -10.53% | 2025-09-15 | 2025-10-14 | 2025-10-23 | 21 | 7 |
| -8.33% | 2023-12-22 | 2023-12-29 | 2024-01-05 | 4 | 4 |
Worst depth first · lengths in trading days.