$21.09
+0.05 (+0.24%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.68% | Sharpe | 0.91 |
| Sortino | 1.39 |
| Beta | 0.81 | Correlation | 0.42 |
| Up capture | 115.26% | Down capture | 94.60% |
Relative Value shows 0.70 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.51% | Ulcer Index | 11.80 |
| MTD | 2.78% | QTD | 1.74% |
| YTD | 29.79% | Window (ann., 3.0y) | 24.28% |
| Skewness | 0.48 | Excess Kurtosis | 3.58 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.03 |
| Gain/Pain | 0.17 | Hit Rate | 50.80% |
| Win/Loss | 1.09 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.62% | -4.50% | -2.87% | -4.10% |
| CVaR (ES) | -3.80% | -5.55% | -3.62% | -4.71% |
| VaR (Cornish-Fisher) | — | — | -2.49% | -4.82% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.51% | 2024-11-06 | 2025-04-11 | 2025-09-22 | 106 | 111 |
| -24.77% | 2023-12-27 | 2024-04-10 | 2024-07-16 | 71 | 66 |
| -22.31% | 2023-09-01 | 2023-10-23 | 2023-12-08 | 35 | 33 |
| -15.40% | 2024-09-19 | 2024-10-10 | 2024-11-06 | 15 | 19 |
| -12.80% | 2024-07-26 | 2024-08-12 | 2024-09-16 | 11 | 24 |
| -9.20% | 2025-09-23 | 2025-10-16 | 2025-12-03 | 17 | 33 |
| -7.37% | 2026-07-01 | 2026-07-08 | 2026-08-04 | 4 | 19 |
| -7.19% | 2026-01-22 | 2026-01-28 | 2026-01-29 | 4 | 1 |
| -6.98% | 2026-02-02 | 2026-03-09 | 2026-04-09 | 24 | 22 |
| -5.22% | 2026-04-09 | 2026-04-27 | 2026-06-05 | 12 | 28 |
Worst depth first · lengths in trading days.