$24.33
+0.21 (+0.87%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.37% | Sharpe | 0.35 |
| Sortino | 0.48 |
| Beta | 0.03 | Correlation | 0.01 |
| Up capture | 55.76% | Down capture | 65.36% |
Relative Value shows 0.56 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −48.29% | Ulcer Index | 24.15 |
| MTD | 3.71% | QTD | 25.93% |
| YTD | 60.39% | Window (ann., 3.0y) | 6.06% |
| Skewness | −0.70 | Excess Kurtosis | 6.23 |
| Omega (θ=0) | 1.06 | Tail Ratio | 0.93 |
| Gain/Pain | 0.06 | Hit Rate | 51.27% |
| Win/Loss | 1.00 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.02% | -5.12% | -3.10% | -4.41% |
| CVaR (ES) | -4.46% | -7.36% | -3.90% | -5.06% |
| VaR (Cornish-Fisher) | — | — | -3.23% | -7.83% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -48.29% | 2023-09-14 | 2025-04-08 | 2026-03-04 | 392 | 226 |
| -23.57% | 2026-03-27 | 2026-06-26 | ongoing | 58 | — |
| -4.21% | 2026-03-06 | 2026-03-10 | 2026-03-17 | 2 | 5 |
| -3.31% | 2026-03-19 | 2026-03-25 | 2026-03-27 | 4 | 2 |
| -2.74% | 2023-08-21 | 2023-08-24 | 2023-08-30 | 3 | 4 |
| -1.47% | 2023-09-06 | 2023-09-07 | 2023-09-14 | 1 | 5 |
| -0.91% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
| -0.70% | 2023-09-01 | 2023-09-05 | 2023-09-06 | 1 | 1 |
| -0.23% | 2026-03-04 | 2026-03-05 | 2026-03-06 | 1 | 1 |
Worst depth first · lengths in trading days.