$68.06
+0.74 (+1.10%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 36.11% | Sharpe | 0.49 |
| Sortino | 0.72 |
| Beta | 0.26 | Correlation | 0.12 |
| Up capture | 78.40% | Down capture | 86.22% |
Relative Value shows 0.65 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −46.94% | Ulcer Index | 20.74 |
| MTD | −3.84% | QTD | −0.21% |
| YTD | 29.22% | Window (ann., 3.0y) | 11.87% |
| Skewness | 0.24 | Excess Kurtosis | 8.91 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.00 |
| Gain/Pain | 0.09 | Hit Rate | 52.73% |
| Win/Loss | 0.98 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.28% | -6.03% | -3.67% | -5.22% |
| CVaR (ES) | -5.16% | -8.87% | -4.62% | -5.99% |
| VaR (Cornish-Fisher) | — | — | -3.10% | -9.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.94% | 2024-04-23 | 2025-05-07 | 2026-01-20 | 260 | 176 |
| -20.74% | 2026-07-22 | 2026-08-11 | ongoing | 14 | — |
| -16.27% | 2026-05-04 | 2026-07-02 | 2026-07-17 | 39 | 10 |
| -13.48% | 2023-11-06 | 2023-11-08 | 2023-12-13 | 2 | 24 |
| -12.20% | 2023-12-27 | 2024-02-05 | 2024-04-11 | 26 | 46 |
| -8.02% | 2026-02-11 | 2026-03-05 | 2026-03-12 | 15 | 5 |
| -7.06% | 2023-10-17 | 2023-10-23 | 2023-11-03 | 4 | 9 |
| -6.74% | 2026-03-12 | 2026-03-20 | 2026-03-24 | 6 | 2 |
| -6.30% | 2023-08-29 | 2023-09-13 | 2023-09-28 | 10 | 11 |
| -5.45% | 2026-04-08 | 2026-04-15 | 2026-04-21 | 5 | 4 |
Worst depth first · lengths in trading days.