$66.31
+1.03 (+1.58%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.20% | Sharpe | 0.39 |
| Sortino | 0.58 |
| Beta | 1.64 | Correlation | 0.66 |
| Up capture | 156.55% | Down capture | 356.10% |
Relative Value shows 1.51 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −37.63% | Ulcer Index | 15.66 |
| MTD | −3.51% | QTD | 6.02% |
| YTD | −3.35% | Window (ann., 3.0y) | 7.69% |
| Skewness | 0.26 | Excess Kurtosis | 4.20 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.13 |
| Gain/Pain | 0.07 | Hit Rate | 48.40% |
| Win/Loss | 1.14 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.31% | -5.23% | -3.59% | -5.10% |
| CVaR (ES) | -4.80% | -7.49% | -4.52% | -5.85% |
| VaR (Cornish-Fisher) | — | — | -3.24% | -6.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -37.63% | 2024-12-02 | 2025-04-08 | 2025-11-25 | 86 | 160 |
| -30.53% | 2023-09-01 | 2023-10-23 | 2024-03-21 | 35 | 103 |
| -29.96% | 2026-02-11 | 2026-03-27 | ongoing | 31 | — |
| -19.35% | 2024-07-26 | 2024-09-11 | 2024-11-06 | 32 | 40 |
| -14.35% | 2024-03-21 | 2024-06-14 | 2024-07-25 | 59 | 27 |
| -5.51% | 2024-11-06 | 2024-11-15 | 2024-12-02 | 7 | 10 |
| -5.36% | 2026-01-06 | 2026-01-08 | 2026-01-15 | 2 | 5 |
| -3.61% | 2026-01-21 | 2026-01-28 | 2026-01-29 | 5 | 1 |
| -3.00% | 2025-12-11 | 2025-12-31 | 2026-01-02 | 13 | 1 |
| -2.59% | 2026-02-04 | 2026-02-05 | 2026-02-06 | 1 | 1 |
Worst depth first · lengths in trading days.