$56.21
-0.49 (-0.86%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.15% | Sharpe | 1.30 |
| Sortino | 1.90 |
| Beta | 0.38 | Correlation | 0.24 |
| Up capture | 102.60% | Down capture | 30.63% |
Relative Value shows 0.33 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −15.28% | Ulcer Index | 6.15 |
| MTD | −7.32% | QTD | −7.72% |
| YTD | 2.12% | Window (ann., 3.0y) | 29.89% |
| Skewness | −0.27 | Excess Kurtosis | 4.94 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.09 |
| Gain/Pain | 0.25 | Hit Rate | 54.80% |
| Win/Loss | 1.02 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.00% | -3.84% | -2.18% | -3.13% |
| CVaR (ES) | -3.16% | -5.06% | -2.76% | -3.61% |
| VaR (Cornish-Fisher) | — | — | -2.15% | -4.98% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -15.28% | 2026-05-14 | 2026-08-17 | ongoing | 61 | — |
| -13.75% | 2025-08-21 | 2025-10-21 | 2025-11-28 | 42 | 27 |
| -12.93% | 2023-09-14 | 2023-12-06 | 2024-05-17 | 58 | 112 |
| -11.74% | 2026-02-25 | 2026-04-21 | 2026-05-12 | 38 | 15 |
| -11.44% | 2025-02-12 | 2025-02-21 | 2025-04-14 | 6 | 36 |
| -11.24% | 2024-09-16 | 2024-10-21 | 2025-01-24 | 25 | 64 |
| -9.00% | 2025-05-06 | 2025-05-14 | 2025-05-22 | 6 | 6 |
| -8.10% | 2025-12-10 | 2026-01-07 | 2026-01-15 | 18 | 6 |
| -6.26% | 2026-02-06 | 2026-02-18 | 2026-02-25 | 7 | 5 |
| -4.97% | 2024-05-17 | 2024-05-29 | 2024-06-21 | 7 | 16 |
Worst depth first · lengths in trading days.