$71.55
+0.55 (+0.77%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.00% | Sharpe | 0.60 |
| Sortino | 0.90 |
| Beta | 0.78 | Correlation | 0.30 |
| Up capture | 99.59% | Down capture | 90.94% |
Relative Value shows 0.22 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.83% | Ulcer Index | 13.17 |
| MTD | −2.32% | QTD | −0.43% |
| YTD | 16.79% | Window (ann., 3.0y) | 15.16% |
| Skewness | 0.29 | Excess Kurtosis | 2.68 |
| Omega (θ=0) | 1.11 | Tail Ratio | 1.21 |
| Gain/Pain | 0.11 | Hit Rate | 49.53% |
| Win/Loss | 1.13 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.08% | -5.03% | -3.34% | -4.76% |
| CVaR (ES) | -4.46% | -6.63% | -4.21% | -5.46% |
| VaR (Cornish-Fisher) | — | — | -3.06% | -5.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.83% | 2024-12-11 | 2025-04-11 | 2025-12-10 | 82 | 167 |
| -29.11% | 2023-12-27 | 2024-06-11 | 2024-07-26 | 114 | 31 |
| -15.86% | 2024-07-26 | 2024-10-10 | 2024-11-06 | 53 | 19 |
| -15.50% | 2023-08-21 | 2023-10-27 | 2023-12-07 | 48 | 28 |
| -13.13% | 2026-02-17 | 2026-03-20 | 2026-06-25 | 23 | 62 |
| -11.68% | 2025-12-15 | 2026-01-02 | 2026-02-17 | 12 | 30 |
| -5.35% | 2026-07-01 | 2026-07-08 | 2026-07-16 | 4 | 6 |
| -5.01% | 2026-08-04 | 2026-08-19 | ongoing | 11 | — |
| -4.07% | 2024-11-06 | 2024-11-18 | 2024-12-04 | 8 | 11 |
| -3.27% | 2026-07-16 | 2026-07-24 | 2026-07-28 | 6 | 2 |
Worst depth first · lengths in trading days.