$61.05
+0.60 (+0.99%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 28.21% | Sharpe | 1.00 |
| Sortino | 1.42 |
| Beta | 0.66 | Correlation | 0.29 |
| Up capture | 148.31% | Down capture | 156.94% |
Relative Value shows 0.60 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −34.14% | Ulcer Index | 10.51 |
| MTD | 17.54% | QTD | 30.34% |
| YTD | −5.47% | Window (ann., 3.0y) | 27.11% |
| Skewness | −0.74 | Excess Kurtosis | 10.77 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.13 |
| Gain/Pain | 0.20 | Hit Rate | 54.73% |
| Win/Loss | 0.99 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.41% | -4.16% | -2.81% | -4.02% |
| CVaR (ES) | -3.94% | -7.49% | -3.55% | -4.62% |
| VaR (Cornish-Fisher) | — | — | -2.78% | -9.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -34.14% | 2026-01-05 | 2026-06-25 | ongoing | 116 | — |
| -18.80% | 2025-02-24 | 2025-04-08 | 2025-08-14 | 31 | 88 |
| -15.33% | 2023-08-30 | 2024-03-06 | 2024-05-08 | 129 | 44 |
| -10.51% | 2025-09-30 | 2025-10-16 | 2025-10-30 | 12 | 10 |
| -8.82% | 2025-09-08 | 2025-09-10 | 2025-09-29 | 2 | 13 |
| -5.63% | 2024-09-04 | 2024-09-12 | 2024-09-24 | 6 | 8 |
| -4.92% | 2024-07-30 | 2024-08-05 | 2024-08-06 | 4 | 1 |
| -4.25% | 2025-11-12 | 2025-11-24 | 2025-12-05 | 8 | 8 |
| -4.15% | 2024-06-03 | 2024-06-14 | 2024-07-02 | 9 | 11 |
| -3.35% | 2025-08-14 | 2025-08-18 | 2025-08-25 | 2 | 5 |
Worst depth first · lengths in trading days.