$71.69
-1.60 (-2.18%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.01% | Sharpe | 0.72 |
| Sortino | 1.06 |
| Beta | 0.62 | Correlation | 0.42 |
| Up capture | 72.85% | Down capture | 71.24% |
Relative Value shows 0.69 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −14.09% | Ulcer Index | 5.86 |
| MTD | 0.67% | QTD | −3.64% |
| YTD | 5.25% | Window (ann., 3.0y) | 13.79% |
| Skewness | 0.07 | Excess Kurtosis | 2.08 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.07 |
| Gain/Pain | 0.13 | Hit Rate | 53.33% |
| Win/Loss | 0.98 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.07% | -3.68% | -2.12% | -3.02% |
| CVaR (ES) | -2.90% | -4.26% | -2.67% | -3.47% |
| VaR (Cornish-Fisher) | — | — | -2.03% | -3.59% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -14.09% | 2023-09-14 | 2023-10-02 | 2023-12-13 | 12 | 51 |
| -13.80% | 2024-11-25 | 2025-01-10 | 2025-10-17 | 30 | 193 |
| -11.46% | 2024-01-08 | 2024-02-07 | 2024-05-01 | 21 | 58 |
| -10.45% | 2026-03-04 | 2026-03-20 | 2026-04-14 | 12 | 16 |
| -8.52% | 2025-11-28 | 2025-12-19 | 2026-02-03 | 15 | 29 |
| -8.20% | 2024-05-16 | 2024-06-13 | 2024-07-12 | 19 | 19 |
| -7.47% | 2026-04-16 | 2026-06-01 | ongoing | 31 | — |
| -7.16% | 2024-10-16 | 2024-11-04 | 2024-11-11 | 13 | 5 |
| -4.82% | 2024-08-01 | 2024-08-05 | 2024-08-26 | 2 | 15 |
| -4.42% | 2024-09-23 | 2024-10-10 | 2024-10-16 | 13 | 4 |
Worst depth first · lengths in trading days.