$61.69
-0.17 (-0.27%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.55% | Sharpe | 1.25 |
| Sortino | 1.84 |
| Beta | 1.14 | Correlation | 0.68 |
| Up capture | 128.83% | Down capture | 79.91% |
Relative Value shows 1.16 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.51% | Ulcer Index | 7.13 |
| MTD | −0.42% | QTD | 8.27% |
| YTD | 13.38% | Window (ann., 3.0y) | 31.67% |
| Skewness | −0.35 | Excess Kurtosis | 6.30 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.05 |
| Gain/Pain | 0.25 | Hit Rate | 53.60% |
| Win/Loss | 1.06 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.29% | -3.69% | -2.42% | -3.48% |
| CVaR (ES) | -3.45% | -5.74% | -3.07% | -4.00% |
| VaR (Cornish-Fisher) | — | — | -2.38% | -6.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.51% | 2025-02-06 | 2025-04-04 | 2025-06-26 | 40 | 56 |
| -17.93% | 2026-01-06 | 2026-03-13 | 2026-06-16 | 46 | 62 |
| -16.95% | 2024-07-16 | 2024-08-05 | 2024-11-06 | 14 | 66 |
| -13.80% | 2023-09-14 | 2023-10-27 | 2023-11-14 | 31 | 12 |
| -8.68% | 2024-11-27 | 2024-12-19 | 2025-02-06 | 15 | 31 |
| -8.54% | 2024-03-28 | 2024-04-16 | 2024-04-23 | 12 | 5 |
| -8.20% | 2025-07-03 | 2025-08-07 | 2025-08-22 | 24 | 11 |
| -7.84% | 2024-01-05 | 2024-01-18 | 2024-01-30 | 8 | 8 |
| -7.19% | 2025-09-29 | 2025-10-10 | 2025-10-24 | 9 | 10 |
| -5.86% | 2024-01-30 | 2024-02-13 | 2024-03-04 | 10 | 13 |
Worst depth first · lengths in trading days.