$61.87
+0.95 (+1.56%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.55% | Sharpe | 0.08 |
| Sortino | 0.12 |
| Beta | 0.73 | Correlation | 0.23 |
| Up capture | 123.62% | Down capture | 332.26% |
Relative Value shows 0.83 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −56.08% | Ulcer Index | 19.57 |
| MTD | 11.78% | QTD | 59.75% |
| YTD | −24.55% | Window (ann., 3.0y) | −1.89% |
| Skewness | 0.13 | Excess Kurtosis | 6.86 |
| Omega (θ=0) | 1.02 | Tail Ratio | 0.82 |
| Gain/Pain | 0.02 | Hit Rate | 52.13% |
| Win/Loss | 0.93 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.99% | -4.82% | -3.05% | -4.32% |
| CVaR (ES) | -4.42% | -7.09% | -3.83% | -4.95% |
| VaR (Cornish-Fisher) | — | — | -2.72% | -7.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -56.08% | 2025-02-14 | 2026-06-30 | ongoing | 340 | — |
| -19.15% | 2024-02-23 | 2024-06-14 | 2024-11-06 | 78 | 100 |
| -11.75% | 2023-09-01 | 2023-10-27 | 2023-12-11 | 39 | 30 |
| -8.14% | 2024-11-13 | 2025-01-10 | 2025-01-30 | 38 | 13 |
| -4.37% | 2023-12-15 | 2024-01-05 | 2024-01-12 | 13 | 5 |
| -4.10% | 2024-02-06 | 2024-02-13 | 2024-02-22 | 5 | 6 |
| -2.96% | 2024-01-12 | 2024-01-18 | 2024-01-25 | 3 | 5 |
| -1.51% | 2024-01-25 | 2024-01-31 | 2024-02-06 | 4 | 4 |
| -1.29% | 2024-11-07 | 2024-11-08 | 2024-11-11 | 1 | 1 |
| -1.02% | 2025-02-06 | 2025-02-07 | 2025-02-11 | 1 | 2 |
Worst depth first · lengths in trading days.