$67.92
+0.73 (+1.09%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.25% | Sharpe | 1.23 |
| Sortino | 2.07 |
| Beta | 0.42 | Correlation | 0.16 |
| Up capture | 92.65% | Down capture | −153.21% |
Relative Value shows 0.63 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.19% | Ulcer Index | 15.06 |
| MTD | 3.13% | QTD | 16.78% |
| YTD | 33.00% | Window (ann., 3.0y) | 43.46% |
| Skewness | 2.15 | Excess Kurtosis | 33.76 |
| Omega (θ=0) | 1.28 | Tail Ratio | 1.07 |
| Gain/Pain | 0.28 | Hit Rate | 52.40% |
| Win/Loss | 1.14 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.52% | -4.29% | -3.38% | -4.85% |
| CVaR (ES) | -3.93% | -6.78% | -4.28% | -5.58% |
| VaR (Cornish-Fisher) | — | — | -0.41% | -14.74% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.19% | 2025-07-02 | 2025-10-10 | ongoing | 70 | — |
| -15.39% | 2024-05-24 | 2024-08-06 | 2024-10-09 | 49 | 45 |
| -14.21% | 2024-12-05 | 2025-01-07 | 2025-05-08 | 21 | 83 |
| -7.85% | 2023-08-30 | 2023-09-26 | 2023-10-03 | 18 | 5 |
| -7.35% | 2024-03-12 | 2024-04-30 | 2024-05-07 | 34 | 5 |
| -6.97% | 2023-10-19 | 2023-10-25 | 2023-11-27 | 4 | 22 |
| -5.99% | 2025-06-06 | 2025-06-20 | 2025-07-01 | 9 | 7 |
| -5.57% | 2025-05-29 | 2025-06-04 | 2025-06-06 | 4 | 2 |
| -4.43% | 2023-12-29 | 2024-01-12 | 2024-01-22 | 9 | 5 |
| -4.25% | 2024-10-11 | 2024-10-25 | 2024-11-06 | 10 | 8 |
Worst depth first · lengths in trading days.