$65.02
+0.88 (+1.37%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 45.22% | Sharpe | 0.26 |
| Sortino | 0.34 |
| Beta | 1.53 | Correlation | 0.34 |
| Up capture | 100.97% | Down capture | 115.72% |
Relative Value shows 1.08 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −68.65% | Ulcer Index | 32.83 |
| MTD | 4.50% | QTD | 1.29% |
| YTD | 58.01% | Window (ann., 3.0y) | 0.62% |
| Skewness | −3.85 | Excess Kurtosis | 56.02 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.13 |
| Gain/Pain | 0.06 | Hit Rate | 51.87% |
| Win/Loss | 0.97 | Upside Potential | 0.40 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.57% | -7.02% | -4.64% | -6.58% |
| CVaR (ES) | -6.58% | -13.68% | -5.83% | -7.55% |
| VaR (Cornish-Fisher) | — | — | -3.74% | -36.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -68.65% | 2024-02-27 | 2025-08-06 | ongoing | 361 | — |
| -7.54% | 2023-10-18 | 2023-10-27 | 2023-11-14 | 7 | 12 |
| -7.45% | 2024-01-11 | 2024-01-25 | 2024-02-22 | 9 | 19 |
| -5.82% | 2023-12-13 | 2023-12-20 | 2024-01-02 | 5 | 7 |
| -5.22% | 2023-11-24 | 2023-11-29 | 2023-12-01 | 3 | 2 |
| -4.92% | 2023-08-29 | 2023-09-01 | 2023-09-07 | 3 | 3 |
| -3.30% | 2023-09-25 | 2023-10-03 | 2023-10-09 | 6 | 4 |
| -1.65% | 2023-12-05 | 2023-12-08 | 2023-12-12 | 3 | 2 |
| -1.55% | 2023-09-07 | 2023-09-08 | 2023-09-12 | 1 | 2 |
| -1.24% | 2023-09-21 | 2023-09-22 | 2023-09-25 | 1 | 1 |
Worst depth first · lengths in trading days.