$71.49
-0.21 (-0.29%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 27.36% | Sharpe | 0.78 |
| Sortino | 1.21 |
| Beta | 0.74 | Correlation | 0.40 |
| Up capture | 90.03% | Down capture | 60.99% |
Relative Value shows 0.69 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −24.09% | Ulcer Index | 8.64 |
| MTD | −6.60% | QTD | −5.87% |
| YTD | 8.70% | Window (ann., 3.0y) | 19.29% |
| Skewness | 0.85 | Excess Kurtosis | 9.12 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.22 |
| Gain/Pain | 0.15 | Hit Rate | 48.93% |
| Win/Loss | 1.19 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.24% | -4.60% | -2.75% | -3.92% |
| CVaR (ES) | -3.63% | -5.50% | -3.47% | -4.51% |
| VaR (Cornish-Fisher) | — | — | -1.99% | -6.04% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -24.09% | 2024-11-25 | 2025-04-08 | 2026-02-04 | 90 | 207 |
| -17.76% | 2024-07-26 | 2024-08-07 | 2024-11-06 | 8 | 64 |
| -11.22% | 2024-05-15 | 2024-06-14 | 2024-07-11 | 21 | 17 |
| -10.01% | 2026-02-06 | 2026-03-18 | 2026-06-11 | 27 | 57 |
| -9.07% | 2023-09-01 | 2023-09-22 | 2023-11-03 | 14 | 30 |
| -8.16% | 2026-07-16 | 2026-08-21 | ongoing | 26 | — |
| -7.05% | 2024-03-28 | 2024-04-17 | 2024-04-23 | 13 | 4 |
| -6.94% | 2023-11-03 | 2023-11-09 | 2023-12-04 | 4 | 16 |
| -6.15% | 2023-12-28 | 2024-01-17 | 2024-01-29 | 12 | 8 |
| -5.47% | 2024-02-12 | 2024-02-28 | 2024-03-05 | 11 | 4 |
Worst depth first · lengths in trading days.