$72.64
-0.72 (-0.98%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.79% | Sharpe | 1.12 |
| Sortino | 1.75 |
| Beta | 1.80 | Correlation | 0.49 |
| Up capture | 173.38% | Down capture | 45.07% |
Relative Value shows 1.27 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −36.72% | Ulcer Index | 14.52 |
| MTD | −8.94% | QTD | −26.38% |
| YTD | 70.72% | Window (ann., 3.0y) | 44.95% |
| Skewness | 0.68 | Excess Kurtosis | 9.37 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.03 |
| Gain/Pain | 0.23 | Hit Rate | 52.53% |
| Win/Loss | 1.09 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.55% | -5.55% | -4.05% | -5.80% |
| CVaR (ES) | -5.29% | -9.19% | -5.12% | -6.67% |
| VaR (Cornish-Fisher) | — | — | -3.04% | -9.68% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -36.72% | 2024-11-08 | 2025-04-30 | 2026-01-21 | 116 | 182 |
| -26.38% | 2026-06-30 | 2026-08-21 | ongoing | 37 | — |
| -18.59% | 2024-07-31 | 2024-09-09 | 2024-11-06 | 27 | 42 |
| -13.01% | 2024-05-30 | 2024-06-24 | 2024-07-31 | 16 | 26 |
| -12.38% | 2026-02-25 | 2026-03-06 | 2026-04-08 | 7 | 22 |
| -11.25% | 2023-09-01 | 2023-10-25 | 2023-12-11 | 37 | 32 |
| -9.66% | 2023-12-26 | 2024-01-17 | 2024-02-01 | 14 | 11 |
| -8.48% | 2024-03-01 | 2024-03-20 | 2024-04-26 | 13 | 26 |
| -6.57% | 2026-05-14 | 2026-05-19 | 2026-05-26 | 3 | 4 |
| -5.72% | 2026-05-26 | 2026-06-05 | 2026-06-12 | 8 | 3 |
Worst depth first · lengths in trading days.