$85.94
+0.04 (+0.05%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 56.44% | Sharpe | 0.49 |
| Sortino | 0.74 |
| Beta | 1.17 | Correlation | 0.25 |
| Up capture | 139.97% | Down capture | 137.38% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −67.64% | Ulcer Index | 35.70 |
| MTD | 30.63% | QTD | 50.72% |
| YTD | 13.92% | Window (ann., 3.0y) | 12.41% |
| Skewness | 1.17 | Excess Kurtosis | 22.39 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.07 |
| Gain/Pain | 0.10 | Hit Rate | 50.73% |
| Win/Loss | 1.06 | Upside Potential | 0.50 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.35% | -8.81% | -5.74% | -8.16% |
| CVaR (ES) | -7.73% | -13.70% | -7.22% | -9.37% |
| VaR (Cornish-Fisher) | — | — | -2.86% | -21.90% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -67.64% | 2024-02-29 | 2026-04-10 | ongoing | 530 | — |
| -13.78% | 2023-10-19 | 2023-11-02 | 2023-12-01 | 10 | 20 |
| -11.85% | 2023-12-11 | 2024-01-04 | 2024-01-18 | 16 | 9 |
| -8.48% | 2024-02-15 | 2024-02-21 | 2024-02-29 | 3 | 6 |
| -6.51% | 2023-09-29 | 2023-10-04 | 2023-10-09 | 3 | 3 |
| -6.01% | 2024-02-09 | 2024-02-13 | 2024-02-15 | 2 | 2 |
| -5.00% | 2024-01-22 | 2024-01-31 | 2024-02-02 | 7 | 2 |
| -4.89% | 2023-08-23 | 2023-08-28 | 2023-08-31 | 3 | 3 |
| -4.13% | 2023-09-11 | 2023-09-20 | 2023-09-25 | 7 | 3 |
| -3.70% | 2023-10-11 | 2023-10-13 | 2023-10-19 | 2 | 4 |
Worst depth first · lengths in trading days.