$56.67
+0.17 (+0.30%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.01% | Sharpe | 0.83 |
| Sortino | 1.28 |
| Beta | 0.75 | Correlation | 0.34 |
| Up capture | 120.63% | Down capture | 96.74% |
Relative Value shows 0.53 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −25.95% | Ulcer Index | 12.67 |
| MTD | −2.11% | QTD | 4.52% |
| YTD | 32.96% | Window (ann., 3.0y) | 23.65% |
| Skewness | 0.56 | Excess Kurtosis | 5.80 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.11 |
| Gain/Pain | 0.16 | Hit Rate | 50.60% |
| Win/Loss | 1.12 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.84% | -5.10% | -3.21% | -4.59% |
| CVaR (ES) | -4.19% | -6.58% | -4.05% | -5.27% |
| VaR (Cornish-Fisher) | — | — | -2.65% | -6.26% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -25.95% | 2024-11-06 | 2025-04-07 | 2026-01-21 | 102 | 198 |
| -24.43% | 2023-12-14 | 2024-04-17 | 2024-07-16 | 84 | 61 |
| -19.86% | 2023-08-21 | 2023-10-03 | 2023-11-14 | 30 | 30 |
| -14.54% | 2024-07-31 | 2024-08-12 | 2024-10-15 | 8 | 45 |
| -11.31% | 2026-02-04 | 2026-03-18 | 2026-04-09 | 29 | 15 |
| -7.54% | 2026-04-17 | 2026-05-15 | 2026-06-11 | 20 | 16 |
| -6.51% | 2024-10-17 | 2024-10-25 | 2024-11-05 | 6 | 7 |
| -5.47% | 2026-08-04 | 2026-08-20 | ongoing | 12 | — |
| -5.22% | 2026-07-01 | 2026-07-08 | 2026-07-28 | 4 | 14 |
| -5.02% | 2023-11-14 | 2023-11-22 | 2023-12-01 | 6 | 6 |
Worst depth first · lengths in trading days.