$70.15
-0.06 (-0.09%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.99% | Sharpe | 0.14 |
| Sortino | 0.19 |
| Beta | 1.04 | Correlation | 0.39 |
| Up capture | 86.74% | Down capture | 215.76% |
Relative Value shows 0.96 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.19% | Ulcer Index | 30.20 |
| MTD | 16.80% | QTD | 12.20% |
| YTD | 3.66% | Window (ann., 3.0y) | −1.31% |
| Skewness | −1.89 | Excess Kurtosis | 26.98 |
| Omega (θ=0) | 1.03 | Tail Ratio | 1.08 |
| Gain/Pain | 0.03 | Hit Rate | 49.07% |
| Win/Loss | 1.06 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.08% | -4.83% | -3.61% | -5.11% |
| CVaR (ES) | -4.80% | -8.43% | -4.53% | -5.85% |
| VaR (Cornish-Fisher) | — | — | -3.44% | -19.11% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.19% | 2025-02-05 | 2026-02-09 | ongoing | 253 | — |
| -16.95% | 2024-05-22 | 2024-06-10 | 2024-07-16 | 12 | 24 |
| -14.19% | 2024-11-26 | 2025-01-10 | 2025-02-04 | 29 | 16 |
| -13.54% | 2023-08-21 | 2023-10-30 | 2023-12-05 | 49 | 25 |
| -12.69% | 2024-03-28 | 2024-04-18 | 2024-05-15 | 14 | 19 |
| -11.50% | 2023-12-27 | 2024-01-25 | 2024-02-21 | 19 | 18 |
| -10.71% | 2024-02-21 | 2024-03-06 | 2024-03-28 | 10 | 16 |
| -9.72% | 2024-07-30 | 2024-08-07 | 2024-08-29 | 6 | 16 |
| -8.89% | 2024-09-30 | 2024-10-31 | 2024-11-06 | 23 | 4 |
| -6.41% | 2024-08-30 | 2024-09-09 | 2024-09-16 | 5 | 5 |
Worst depth first · lengths in trading days.