$73.72
-2.04 (-2.69%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.36% | Sharpe | −0.12 |
| Sortino | −0.16 |
| Beta | −0.06 | Correlation | −0.03 |
| Up capture | −0.74% | Down capture | 38.67% |
Relative Value shows 0.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.15% | Ulcer Index | 23.79 |
| MTD | −8.82% | QTD | −12.25% |
| YTD | 8.88% | Window (ann., 3.0y) | −7.36% |
| Skewness | 0.01 | Excess Kurtosis | 10.77 |
| Omega (θ=0) | 0.98 | Tail Ratio | 1.09 |
| Gain/Pain | −0.02 | Hit Rate | 49.33% |
| Win/Loss | 1.00 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.46% | -5.84% | -3.06% | -4.32% |
| CVaR (ES) | -4.18% | -8.40% | -3.83% | -4.94% |
| VaR (Cornish-Fisher) | — | — | -2.65% | -8.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.15% | 2024-01-30 | 2025-05-07 | ongoing | 318 | — |
| -13.59% | 2023-09-06 | 2023-11-09 | 2023-12-22 | 46 | 30 |
| -5.57% | 2023-12-22 | 2024-01-05 | 2024-01-18 | 8 | 8 |
| -3.93% | 2023-08-24 | 2023-08-28 | 2023-09-06 | 2 | 6 |
| -1.92% | 2024-01-18 | 2024-01-24 | 2024-01-26 | 4 | 2 |
| -0.78% | 2023-08-22 | 2023-08-23 | 2023-08-24 | 1 | 1 |
Worst depth first · lengths in trading days.