$26.55
+0.19 (+0.72%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.48% | Sharpe | 0.70 |
| Sortino | 1.06 |
| Beta | 0.01 | Correlation | 0.00 |
| Up capture | 57.28% | Down capture | −9.06% |
Relative Value shows 0.19 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.35% | Ulcer Index | 11.54 |
| MTD | 1.49% | QTD | 0.61% |
| YTD | 20.19% | Window (ann., 3.0y) | 17.57% |
| Skewness | 0.51 | Excess Kurtosis | 5.06 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.02 |
| Gain/Pain | 0.13 | Hit Rate | 51.00% |
| Win/Loss | 1.06 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.70% | -4.92% | -2.97% | -4.24% |
| CVaR (ES) | -4.00% | -5.95% | -3.75% | -4.87% |
| VaR (Cornish-Fisher) | — | — | -2.50% | -5.55% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.35% | 2025-02-10 | 2025-04-08 | 2026-02-11 | 40 | 212 |
| -22.00% | 2024-04-03 | 2024-08-05 | 2025-01-30 | 85 | 122 |
| -18.12% | 2026-05-19 | 2026-06-24 | ongoing | 22 | — |
| -13.69% | 2023-11-14 | 2023-12-29 | 2024-01-22 | 31 | 14 |
| -13.54% | 2024-01-25 | 2024-02-14 | 2024-03-06 | 14 | 14 |
| -8.41% | 2026-03-20 | 2026-04-20 | 2026-05-08 | 20 | 14 |
| -7.79% | 2023-09-28 | 2023-10-02 | 2023-10-09 | 2 | 5 |
| -5.36% | 2024-03-20 | 2024-03-27 | 2024-04-03 | 5 | 4 |
| -4.13% | 2023-10-18 | 2023-10-30 | 2023-11-03 | 8 | 4 |
| -4.07% | 2026-02-11 | 2026-02-17 | 2026-02-25 | 3 | 6 |
Worst depth first · lengths in trading days.