$66.76
+2.53 (+3.94%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.43% | Sharpe | 0.83 |
| Sortino | 1.31 |
| Beta | 1.44 | Correlation | 0.43 |
| Up capture | 134.47% | Down capture | 36.50% |
Relative Value shows 1.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −38.67% | Ulcer Index | 15.27 |
| MTD | −1.26% | QTD | 9.92% |
| YTD | 69.44% | Window (ann., 3.0y) | 30.51% |
| Skewness | 0.70 | Excess Kurtosis | 6.48 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.15 |
| Gain/Pain | 0.16 | Hit Rate | 50.80% |
| Win/Loss | 1.11 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.78% | -5.74% | -4.36% | -6.22% |
| CVaR (ES) | -5.38% | -8.59% | -5.50% | -7.15% |
| VaR (Cornish-Fisher) | — | — | -3.43% | -8.46% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.67% | 2025-07-02 | 2025-10-30 | 2026-05-29 | 84 | 144 |
| -28.58% | 2023-08-23 | 2023-10-12 | 2023-11-20 | 35 | 27 |
| -27.07% | 2024-03-06 | 2024-08-14 | 2024-11-29 | 111 | 75 |
| -22.81% | 2025-02-25 | 2025-04-08 | 2025-05-05 | 30 | 18 |
| -16.08% | 2023-12-27 | 2024-01-17 | 2024-02-08 | 13 | 16 |
| -13.51% | 2026-07-30 | 2026-08-20 | ongoing | 15 | — |
| -11.50% | 2024-11-29 | 2025-01-16 | 2025-02-25 | 31 | 26 |
| -8.96% | 2024-02-12 | 2024-02-21 | 2024-03-05 | 6 | 9 |
| -8.82% | 2026-05-29 | 2026-06-04 | 2026-06-11 | 4 | 3 |
| -7.43% | 2025-05-16 | 2025-05-22 | 2025-06-02 | 4 | 6 |
Worst depth first · lengths in trading days.