$82.80
+0.37 (+0.45%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.53% | Sharpe | 0.86 |
| Sortino | 1.25 |
| Beta | 0.40 | Correlation | 0.17 |
| Up capture | 83.89% | Down capture | −29.42% |
Relative Value shows 0.21 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −37.00% | Ulcer Index | 16.90 |
| MTD | −5.67% | QTD | 2.78% |
| YTD | 5.45% | Window (ann., 3.0y) | 25.71% |
| Skewness | 0.03 | Excess Kurtosis | 6.42 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.07 |
| Gain/Pain | 0.17 | Hit Rate | 54.00% |
| Win/Loss | 0.99 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.93% | -5.95% | -3.36% | -4.80% |
| CVaR (ES) | -4.71% | -8.02% | -4.24% | -5.52% |
| VaR (Cornish-Fisher) | — | — | -3.07% | -7.92% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.00% | 2025-08-27 | 2026-01-13 | ongoing | 95 | — |
| -30.16% | 2025-01-30 | 2025-03-13 | 2025-07-23 | 29 | 90 |
| -12.42% | 2025-07-23 | 2025-07-28 | 2025-08-27 | 3 | 22 |
| -11.21% | 2023-09-08 | 2023-10-04 | 2023-11-02 | 18 | 21 |
| -10.65% | 2024-04-08 | 2024-05-01 | 2024-07-01 | 17 | 41 |
| -10.38% | 2024-12-16 | 2024-12-23 | 2025-01-15 | 5 | 14 |
| -7.95% | 2023-11-14 | 2023-11-28 | 2023-12-07 | 9 | 7 |
| -6.67% | 2024-10-17 | 2024-11-01 | 2024-11-18 | 11 | 11 |
| -6.59% | 2025-01-21 | 2025-01-24 | 2025-01-30 | 3 | 4 |
| -6.14% | 2023-12-28 | 2024-01-17 | 2024-02-20 | 12 | 23 |
Worst depth first · lengths in trading days.