$87.59
-0.85 (-0.96%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.40% | Sharpe | −0.44 |
| Sortino | −0.60 |
| Beta | 0.46 | Correlation | 0.23 |
| Up capture | 4.02% | Down capture | 162.97% |
Relative Value shows 0.42 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −59.22% | Ulcer Index | 32.49 |
| MTD | 14.50% | QTD | 19.25% |
| YTD | −1.13% | Window (ann., 3.0y) | −16.39% |
| Skewness | −0.10 | Excess Kurtosis | 15.37 |
| Omega (θ=0) | 0.92 | Tail Ratio | 0.94 |
| Gain/Pain | −0.08 | Hit Rate | 48.27% |
| Win/Loss | 0.99 | Upside Potential | 0.44 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.70% | -4.86% | -3.20% | -4.51% |
| CVaR (ES) | -4.32% | -8.21% | -4.00% | -5.16% |
| VaR (Cornish-Fisher) | — | — | -2.66% | -11.53% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -59.22% | 2024-11-06 | 2026-05-12 | ongoing | 377 | — |
| -21.76% | 2023-12-13 | 2024-04-17 | 2024-08-15 | 85 | 83 |
| -12.88% | 2023-09-14 | 2023-10-23 | 2023-12-13 | 27 | 36 |
| -7.07% | 2024-08-21 | 2024-09-11 | 2024-10-01 | 14 | 14 |
| -5.06% | 2024-10-01 | 2024-10-31 | 2024-11-06 | 22 | 4 |
| -2.24% | 2023-08-22 | 2023-08-28 | 2023-08-30 | 4 | 2 |
| -2.08% | 2023-09-11 | 2023-09-12 | 2023-09-14 | 1 | 2 |
| -0.66% | 2023-08-30 | 2023-09-05 | 2023-09-06 | 3 | 1 |
| -0.27% | 2024-08-15 | 2024-08-16 | 2024-08-19 | 1 | 1 |
| -0.11% | 2024-08-19 | 2024-08-20 | 2024-08-21 | 1 | 1 |
Worst depth first · lengths in trading days.