$7.89
+0.03 (+0.38%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.26% | Sharpe | 0.70 |
| Sortino | 1.07 |
| Beta | 1.19 | Correlation | 0.57 |
| Up capture | 110.51% | Down capture | 161.54% |
Relative Value shows 1.47 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.28% | Ulcer Index | 9.57 |
| MTD | −1.00% | QTD | −5.73% |
| YTD | −2.82% | Window (ann., 3.0y) | 18.38% |
| Skewness | 1.07 | Excess Kurtosis | 10.28 |
| Omega (θ=0) | 1.14 | Tail Ratio | 0.83 |
| Gain/Pain | 0.14 | Hit Rate | 52.27% |
| Win/Loss | 0.98 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.20% | -4.71% | -3.15% | -4.49% |
| CVaR (ES) | -4.26% | -5.97% | -3.97% | -5.16% |
| VaR (Cornish-Fisher) | — | — | -2.10% | -6.82% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.28% | 2023-09-11 | 2023-11-01 | 2024-02-29 | 37 | 81 |
| -21.97% | 2024-07-16 | 2025-04-08 | 2025-07-25 | 183 | 74 |
| -15.90% | 2026-01-29 | 2026-03-20 | ongoing | 35 | — |
| -10.74% | 2025-09-08 | 2025-10-10 | 2026-01-16 | 24 | 67 |
| -9.22% | 2024-04-09 | 2024-04-16 | 2024-04-23 | 5 | 5 |
| -6.76% | 2024-05-17 | 2024-05-28 | 2024-06-28 | 6 | 22 |
| -6.51% | 2024-04-24 | 2024-04-30 | 2024-05-01 | 4 | 1 |
| -4.77% | 2024-03-01 | 2024-03-05 | 2024-03-11 | 2 | 4 |
| -4.02% | 2024-03-25 | 2024-03-26 | 2024-03-27 | 1 | 1 |
| -3.05% | 2024-05-07 | 2024-05-10 | 2024-05-16 | 3 | 4 |
Worst depth first · lengths in trading days.