$65.90
+4.55 (+7.41%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.50% | Sharpe | 0.44 |
| Sortino | 0.65 |
| Beta | 0.69 | Correlation | 0.49 |
| Up capture | 50.07% | Down capture | 74.69% |
Relative Value shows 0.77 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.39% | Ulcer Index | 13.27 |
| MTD | 6.51% | QTD | 4.78% |
| YTD | 11.28% | Window (ann., 3.0y) | 7.42% |
| Skewness | 0.22 | Excess Kurtosis | 3.61 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.06 |
| Gain/Pain | 0.08 | Hit Rate | 51.93% |
| Win/Loss | 0.98 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.04% | -3.32% | -2.19% | -3.11% |
| CVaR (ES) | -2.94% | -4.44% | -2.76% | -3.57% |
| VaR (Cornish-Fisher) | — | — | -2.00% | -4.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.39% | 2024-11-27 | 2026-03-27 | ongoing | 331 | — |
| -11.34% | 2023-08-30 | 2023-10-27 | 2023-12-13 | 41 | 33 |
| -10.42% | 2023-12-14 | 2024-02-05 | 2024-04-09 | 34 | 44 |
| -7.16% | 2024-09-13 | 2024-11-01 | 2024-11-08 | 35 | 5 |
| -5.23% | 2024-04-09 | 2024-04-16 | 2024-04-24 | 5 | 6 |
| -5.18% | 2024-05-17 | 2024-05-29 | 2024-06-10 | 7 | 8 |
| -4.21% | 2024-08-01 | 2024-08-05 | 2024-08-14 | 2 | 7 |
| -3.08% | 2024-07-22 | 2024-07-25 | 2024-08-01 | 3 | 5 |
| -2.87% | 2024-06-28 | 2024-07-03 | 2024-07-17 | 3 | 9 |
| -2.49% | 2024-11-08 | 2024-11-14 | 2024-11-26 | 4 | 8 |
Worst depth first · lengths in trading days.