$71.59
-3.07 (-4.11%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.16% | Sharpe | 0.37 |
| Sortino | 0.49 |
| Beta | 0.08 | Correlation | 0.03 |
| Up capture | 30.87% | Down capture | −18.05% |
Relative Value shows 0.65 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.86% | Ulcer Index | 21.62 |
| MTD | −2.43% | QTD | −2.70% |
| YTD | 23.98% | Window (ann., 3.0y) | 6.42% |
| Skewness | −1.17 | Excess Kurtosis | 7.26 |
| Omega (θ=0) | 1.07 | Tail Ratio | 1.03 |
| Gain/Pain | 0.07 | Hit Rate | 52.67% |
| Win/Loss | 0.95 | Upside Potential | 0.48 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.46% | -5.38% | -2.78% | -3.94% |
| CVaR (ES) | -4.22% | -8.29% | -3.49% | -4.52% |
| VaR (Cornish-Fisher) | — | — | -3.05% | -7.44% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.86% | 2024-11-27 | 2025-06-13 | 2026-07-22 | 134 | 273 |
| -16.36% | 2026-07-22 | 2026-08-06 | ongoing | 11 | — |
| -14.22% | 2023-09-15 | 2023-10-05 | 2023-12-13 | 14 | 48 |
| -11.97% | 2024-01-08 | 2024-02-13 | 2024-05-03 | 25 | 56 |
| -7.36% | 2024-05-31 | 2024-07-01 | 2024-07-24 | 20 | 16 |
| -6.82% | 2024-10-01 | 2024-11-04 | 2024-11-21 | 24 | 13 |
| -4.45% | 2024-05-21 | 2024-05-29 | 2024-05-31 | 5 | 2 |
| -4.18% | 2023-08-29 | 2023-09-05 | 2023-09-12 | 4 | 5 |
| -4.02% | 2024-09-04 | 2024-09-19 | 2024-10-01 | 11 | 8 |
| -2.85% | 2023-12-13 | 2023-12-20 | 2023-12-26 | 5 | 3 |
Worst depth first · lengths in trading days.