$60.33
+0.89 (+1.50%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.87% | Sharpe | 0.01 |
| Sortino | 0.01 |
| Beta | 0.93 | Correlation | 0.51 |
| Up capture | 44.62% | Down capture | 159.74% |
Relative Value shows 0.93 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −46.09% | Ulcer Index | 24.55 |
| MTD | 1.60% | QTD | −2.41% |
| YTD | 10.63% | Window (ann., 3.0y) | −5.35% |
| Skewness | 0.03 | Excess Kurtosis | 7.39 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.05 |
| Gain/Pain | 0.00 | Hit Rate | 50.00% |
| Win/Loss | 0.99 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.20% | -5.34% | -3.51% | -4.96% |
| CVaR (ES) | -4.76% | -7.84% | -4.40% | -5.69% |
| VaR (Cornish-Fisher) | — | — | -3.17% | -8.60% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -46.09% | 2025-02-24 | 2025-10-10 | ongoing | 159 | — |
| -14.01% | 2024-12-17 | 2025-02-10 | 2025-02-21 | 35 | 8 |
| -13.24% | 2024-06-03 | 2024-10-25 | 2024-11-25 | 101 | 21 |
| -10.21% | 2023-12-19 | 2024-04-15 | 2024-05-09 | 79 | 18 |
| -7.54% | 2023-10-17 | 2023-10-25 | 2023-11-03 | 6 | 7 |
| -6.33% | 2023-08-21 | 2023-09-22 | 2023-10-17 | 23 | 17 |
| -4.29% | 2023-11-15 | 2023-11-21 | 2023-11-30 | 4 | 6 |
| -3.45% | 2024-05-21 | 2024-05-29 | 2024-06-03 | 5 | 3 |
| -3.35% | 2023-11-06 | 2023-11-13 | 2023-11-15 | 5 | 2 |
| -2.17% | 2024-12-09 | 2024-12-12 | 2024-12-17 | 3 | 3 |
Worst depth first · lengths in trading days.