$69.86
+0.15 (+0.22%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 31.61% | Sharpe | 1.27 |
| Sortino | 1.93 |
| Beta | 1.26 | Correlation | 0.54 |
| Up capture | 177.89% | Down capture | 141.99% |
Relative Value shows 0.99 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −29.08% | Ulcer Index | 8.11 |
| MTD | −2.50% | QTD | −0.30% |
| YTD | 21.31% | Window (ann., 3.0y) | 41.88% |
| Skewness | 0.22 | Excess Kurtosis | 7.09 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.13 |
| Gain/Pain | 0.25 | Hit Rate | 53.53% |
| Win/Loss | 1.07 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.70% | -4.71% | -3.12% | -4.47% |
| CVaR (ES) | -4.32% | -6.63% | -3.95% | -5.15% |
| VaR (Cornish-Fisher) | — | — | -2.70% | -7.41% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -29.08% | 2025-02-06 | 2025-04-04 | 2025-07-10 | 40 | 65 |
| -20.12% | 2023-09-01 | 2023-10-27 | 2023-12-01 | 39 | 25 |
| -18.32% | 2026-02-06 | 2026-03-13 | 2026-06-12 | 24 | 60 |
| -12.40% | 2024-11-25 | 2024-12-19 | 2025-02-06 | 17 | 31 |
| -11.31% | 2024-01-30 | 2024-02-26 | 2024-03-08 | 18 | 9 |
| -10.69% | 2024-03-28 | 2024-04-16 | 2024-05-08 | 12 | 16 |
| -10.55% | 2024-07-25 | 2024-08-05 | 2024-08-23 | 7 | 14 |
| -10.39% | 2025-10-06 | 2025-10-16 | 2025-11-25 | 8 | 28 |
| -8.58% | 2024-05-17 | 2024-06-11 | 2024-07-11 | 16 | 20 |
| -7.87% | 2024-08-30 | 2024-09-11 | 2024-10-14 | 7 | 23 |
Worst depth first · lengths in trading days.