$58.38
-0.42 (-0.71%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.48% | Sharpe | 0.64 |
| Sortino | 0.94 |
| Beta | 0.76 | Correlation | 0.42 |
| Up capture | 71.21% | Down capture | 59.59% |
Relative Value shows 0.61 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.63% | Ulcer Index | 12.57 |
| MTD | −1.50% | QTD | 1.09% |
| YTD | 12.73% | Window (ann., 3.0y) | 12.89% |
| Skewness | 0.28 | Excess Kurtosis | 6.24 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.02 |
| Gain/Pain | 0.12 | Hit Rate | 51.60% |
| Win/Loss | 1.03 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.11% | -3.97% | -2.37% | -3.38% |
| CVaR (ES) | -3.32% | -5.17% | -2.99% | -3.88% |
| VaR (Cornish-Fisher) | — | — | -2.07% | -5.20% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.63% | 2024-11-25 | 2026-03-12 | ongoing | 322 | — |
| -12.90% | 2023-08-29 | 2023-11-01 | 2023-11-16 | 45 | 11 |
| -11.98% | 2024-07-26 | 2024-10-02 | 2024-11-06 | 47 | 25 |
| -9.04% | 2024-01-22 | 2024-02-13 | 2024-04-22 | 16 | 47 |
| -6.77% | 2024-05-09 | 2024-06-14 | 2024-07-10 | 25 | 16 |
| -5.48% | 2023-12-14 | 2024-01-17 | 2024-01-22 | 21 | 3 |
| -2.84% | 2024-11-06 | 2024-11-07 | 2024-11-11 | 1 | 2 |
| -2.29% | 2023-08-21 | 2023-08-22 | 2023-08-28 | 1 | 4 |
| -2.22% | 2024-04-24 | 2024-04-30 | 2024-05-02 | 4 | 2 |
| -2.05% | 2023-11-17 | 2023-11-21 | 2023-11-29 | 2 | 5 |
Worst depth first · lengths in trading days.