$55.93
+0.16 (+0.29%)
USD · as of 2026-08-21 · marketstack
From 246 daily returns, 1y. Click a metric for its method.
| Ann. Volatility | 26.07% | Sharpe | 1.37 |
| Sortino | 2.02 |
| Beta | 0.35 | Correlation | 0.19 |
| Up capture | 87.32% | Down capture | −136.20% |
Relative Value shows 0.75 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −13.62% | Ulcer Index | 5.12 |
| MTD | 0.59% | QTD | 7.25% |
| YTD | 20.06% | Window return | 36.93% |
| Skewness | −0.19 | Excess Kurtosis | 1.22 |
| Omega (θ=0) | 1.26 | Tail Ratio | 0.96 |
| Gain/Pain | 0.26 | Hit Rate | 54.88% |
| Win/Loss | 1.01 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.74% | -4.12% | -2.56% | -3.68% |
| CVaR (ES) | -3.62% | -5.11% | -3.25% | -4.24% |
| VaR (Cornish-Fisher) | — | — | -2.61% | -4.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -13.62% | 2026-02-26 | 2026-06-08 | 2026-07-01 | 67 | 13 |
| -9.55% | 2025-11-28 | 2026-01-27 | 2026-02-11 | 39 | 11 |
| -8.89% | 2026-07-28 | 2026-08-12 | ongoing | 11 | — |
| -6.34% | 2025-09-10 | 2025-10-08 | 2025-10-17 | 20 | 7 |
| -3.14% | 2025-11-07 | 2025-11-12 | 2025-11-19 | 3 | 5 |
| -3.01% | 2025-11-19 | 2025-11-21 | 2025-11-26 | 2 | 3 |
| -3.00% | 2025-10-17 | 2025-10-21 | 2025-10-23 | 2 | 2 |
| -2.67% | 2026-07-02 | 2026-07-10 | 2026-07-16 | 5 | 4 |
| -2.12% | 2026-07-21 | 2026-07-23 | 2026-07-28 | 2 | 3 |
| -2.02% | 2026-02-17 | 2026-02-20 | 2026-02-26 | 3 | 4 |
Worst depth first · lengths in trading days.