$58.70
-0.46 (-0.78%)
USD · as of 2026-08-21 · marketstack
From 743 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.63% | Sharpe | 0.01 |
| Sortino | 0.02 |
| Beta | 0.81 | Correlation | 0.46 |
| Up capture | 38.70% | Down capture | 153.67% |
Relative Value shows 0.92 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −43.45% | Ulcer Index | 23.03 |
| MTD | 6.15% | QTD | 0.70% |
| YTD | −0.52% | Window (ann., 3.0y) | −4.10% |
| Skewness | 0.62 | Excess Kurtosis | 4.04 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.07 |
| Gain/Pain | 0.00 | Hit Rate | 48.86% |
| Win/Loss | 1.04 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.99% | -4.67% | -3.17% | -4.49% |
| CVaR (ES) | -4.05% | -5.76% | -3.98% | -5.14% |
| VaR (Cornish-Fisher) | — | — | -2.66% | -5.14% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -43.45% | 2024-07-31 | 2025-04-08 | ongoing | 172 | — |
| -10.93% | 2023-09-01 | 2023-10-27 | 2023-11-14 | 39 | 12 |
| -10.91% | 2023-12-19 | 2024-04-25 | 2024-07-12 | 87 | 53 |
| -4.47% | 2024-07-16 | 2024-07-24 | 2024-07-31 | 6 | 5 |
| -2.64% | 2023-11-14 | 2023-11-28 | 2023-12-01 | 9 | 3 |
| -1.33% | 2023-12-07 | 2023-12-12 | 2023-12-13 | 3 | 1 |
| -0.68% | 2023-08-21 | 2023-08-22 | 2023-08-24 | 1 | 2 |
| -0.44% | 2023-12-04 | 2023-12-05 | 2023-12-07 | 1 | 2 |
| -0.12% | 2023-12-15 | 2023-12-18 | 2023-12-19 | 1 | 1 |
Worst depth first · lengths in trading days.