$58.65
+0.11 (+0.19%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 32.16% | Sharpe | 0.86 |
| Sortino | 1.34 |
| Beta | 0.97 | Correlation | 0.49 |
| Up capture | 129.58% | Down capture | 120.53% |
Relative Value shows 0.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −30.58% | Ulcer Index | 11.24 |
| MTD | −2.87% | QTD | 5.96% |
| YTD | 5.89% | Window (ann., 3.0y) | 24.86% |
| Skewness | 0.69 | Excess Kurtosis | 7.07 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.17 |
| Gain/Pain | 0.16 | Hit Rate | 50.13% |
| Win/Loss | 1.16 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.73% | -5.19% | -3.22% | -4.60% |
| CVaR (ES) | -4.18% | -6.64% | -4.07% | -5.29% |
| VaR (Cornish-Fisher) | — | — | -2.52% | -6.57% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -30.58% | 2024-11-11 | 2025-04-08 | 2025-10-03 | 100 | 123 |
| -17.08% | 2026-01-21 | 2026-03-20 | 2026-08-04 | 41 | 90 |
| -15.38% | 2023-12-28 | 2024-03-18 | 2024-07-11 | 54 | 79 |
| -12.38% | 2023-08-21 | 2023-10-03 | 2023-11-03 | 30 | 23 |
| -12.14% | 2025-10-06 | 2025-10-16 | 2026-01-14 | 8 | 61 |
| -9.70% | 2024-07-26 | 2024-08-05 | 2024-08-23 | 6 | 14 |
| -8.71% | 2024-09-19 | 2024-10-02 | 2024-10-16 | 9 | 10 |
| -7.31% | 2023-11-03 | 2023-11-09 | 2023-11-14 | 4 | 3 |
| -7.28% | 2024-08-30 | 2024-09-11 | 2024-09-19 | 7 | 6 |
| -5.92% | 2023-11-17 | 2023-11-28 | 2023-12-01 | 6 | 3 |
Worst depth first · lengths in trading days.