$57.74
-0.04 (-0.07%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.93% | Sharpe | 0.46 |
| Sortino | 0.68 |
| Beta | 1.43 | Correlation | 0.63 |
| Up capture | 104.83% | Down capture | 186.39% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −40.62% | Ulcer Index | 18.16 |
| MTD | −9.95% | QTD | −11.43% |
| YTD | 34.88% | Window (ann., 3.0y) | 10.24% |
| Skewness | 0.29 | Excess Kurtosis | 3.23 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.10 |
| Gain/Pain | 0.08 | Hit Rate | 48.53% |
| Win/Loss | 1.14 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.08% | -5.19% | -3.45% | -4.91% |
| CVaR (ES) | -4.51% | -6.59% | -4.35% | -5.63% |
| VaR (Cornish-Fisher) | — | — | -3.13% | -6.00% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.62% | 2024-11-06 | 2025-04-08 | 2026-05-06 | 103 | 270 |
| -20.30% | 2023-08-30 | 2023-10-30 | 2024-02-06 | 42 | 67 |
| -18.66% | 2024-07-16 | 2024-08-07 | 2024-11-06 | 16 | 64 |
| -15.42% | 2026-06-22 | 2026-08-21 | ongoing | 43 | — |
| -11.06% | 2024-06-05 | 2024-07-09 | 2024-07-16 | 22 | 5 |
| -8.12% | 2024-03-27 | 2024-04-18 | 2024-04-29 | 15 | 7 |
| -7.79% | 2026-05-08 | 2026-05-18 | 2026-05-22 | 6 | 4 |
| -6.97% | 2024-02-06 | 2024-02-07 | 2024-02-12 | 1 | 3 |
| -6.33% | 2024-02-12 | 2024-03-19 | 2024-03-27 | 25 | 6 |
| -6.25% | 2026-06-03 | 2026-06-05 | 2026-06-11 | 2 | 2 |
Worst depth first · lengths in trading days.