$61.40
+0.50 (+0.82%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 22.92% | Sharpe | −0.28 |
| Sortino | −0.37 |
| Beta | 0.41 | Correlation | 0.24 |
| Up capture | 38.18% | Down capture | 194.71% |
Relative Value shows 0.43 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −45.51% | Ulcer Index | 16.08 |
| MTD | 10.19% | QTD | 21.49% |
| YTD | −22.20% | Window (ann., 3.0y) | −8.53% |
| Skewness | −0.55 | Excess Kurtosis | 4.94 |
| Omega (θ=0) | 0.95 | Tail Ratio | 0.88 |
| Gain/Pain | −0.05 | Hit Rate | 50.93% |
| Win/Loss | 0.90 | Upside Potential | 0.46 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.24% | -4.10% | -2.40% | -3.38% |
| CVaR (ES) | -3.61% | -6.02% | -3.00% | -3.87% |
| VaR (Cornish-Fisher) | — | — | -2.47% | -5.47% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -45.51% | 2025-06-12 | 2026-06-25 | ongoing | 256 | — |
| -19.52% | 2024-03-13 | 2024-06-14 | 2024-11-07 | 65 | 101 |
| -12.35% | 2024-11-11 | 2025-04-08 | 2025-05-08 | 100 | 21 |
| -12.01% | 2023-09-01 | 2023-10-27 | 2024-01-08 | 39 | 48 |
| -5.89% | 2024-01-22 | 2024-02-13 | 2024-03-07 | 16 | 16 |
| -3.11% | 2025-05-08 | 2025-05-14 | 2025-06-10 | 4 | 18 |
| -1.17% | 2024-01-12 | 2024-01-17 | 2024-01-19 | 2 | 2 |
| -0.86% | 2024-03-07 | 2024-03-08 | 2024-03-13 | 1 | 3 |
| -0.41% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.22% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.