$66.50
-1.43 (-2.11%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.30% | Sharpe | 0.05 |
| Sortino | 0.08 |
| Beta | 1.08 | Correlation | 0.47 |
| Up capture | 72.81% | Down capture | 221.38% |
Relative Value shows 1.07 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.39% | Ulcer Index | 16.99 |
| MTD | 4.04% | QTD | −6.98% |
| YTD | −16.64% | Window (ann., 3.0y) | −2.65% |
| Skewness | 0.27 | Excess Kurtosis | 5.07 |
| Omega (θ=0) | 1.01 | Tail Ratio | 1.09 |
| Gain/Pain | 0.01 | Hit Rate | 49.20% |
| Win/Loss | 1.03 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.56% | -4.57% | -3.03% | -4.29% |
| CVaR (ES) | -4.08% | -6.61% | -3.80% | -4.91% |
| VaR (Cornish-Fisher) | — | — | -2.70% | -6.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.39% | 2025-12-01 | 2026-03-20 | ongoing | 75 | — |
| -31.38% | 2023-12-28 | 2024-04-17 | 2024-11-06 | 75 | 141 |
| -27.04% | 2024-11-27 | 2025-04-08 | 2025-11-10 | 88 | 149 |
| -18.09% | 2023-09-01 | 2023-10-27 | 2023-12-13 | 39 | 32 |
| -7.22% | 2025-11-11 | 2025-11-20 | 2025-11-26 | 7 | 4 |
| -6.20% | 2024-11-08 | 2024-11-18 | 2024-11-25 | 6 | 5 |
| -1.93% | 2023-12-19 | 2023-12-20 | 2023-12-21 | 1 | 1 |
| -0.93% | 2023-08-23 | 2023-08-25 | 2023-08-28 | 2 | 1 |
| -0.56% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
| -0.46% | 2023-12-14 | 2023-12-15 | 2023-12-19 | 1 | 2 |
Worst depth first · lengths in trading days.