$79.39
+1.29 (+1.65%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 38.64% | Sharpe | 0.87 |
| Sortino | 1.41 |
| Beta | 1.04 | Correlation | 0.46 |
| Up capture | 146.57% | Down capture | 146.91% |
Relative Value shows 1.25 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −38.76% | Ulcer Index | 13.25 |
| MTD | 4.47% | QTD | 7.05% |
| YTD | 15.11% | Window (ann., 3.0y) | 30.18% |
| Skewness | 2.49 | Excess Kurtosis | 36.83 |
| Omega (θ=0) | 1.19 | Tail Ratio | 0.93 |
| Gain/Pain | 0.19 | Hit Rate | 53.00% |
| Win/Loss | 1.04 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.24% | -6.19% | -3.87% | -5.53% |
| CVaR (ES) | -5.12% | -8.46% | -4.89% | -6.35% |
| VaR (Cornish-Fisher) | — | — | -0.05% | -16.32% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.76% | 2025-01-21 | 2025-04-08 | 2025-10-29 | 54 | 141 |
| -29.83% | 2026-02-25 | 2026-05-19 | ongoing | 58 | — |
| -13.70% | 2024-07-16 | 2024-08-05 | 2024-09-24 | 14 | 35 |
| -12.51% | 2023-09-11 | 2023-10-25 | 2023-12-19 | 32 | 38 |
| -8.78% | 2025-11-03 | 2025-11-18 | 2025-12-04 | 11 | 11 |
| -7.85% | 2024-05-21 | 2024-07-09 | 2024-07-16 | 32 | 5 |
| -7.34% | 2024-12-04 | 2024-12-18 | 2025-01-16 | 10 | 18 |
| -5.82% | 2025-12-11 | 2025-12-17 | 2026-01-09 | 4 | 15 |
| -5.08% | 2024-10-14 | 2024-10-24 | 2024-11-06 | 8 | 9 |
| -4.79% | 2023-12-28 | 2024-01-17 | 2024-02-12 | 12 | 18 |
Worst depth first · lengths in trading days.