$58.39
+0.26 (+0.45%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 47.22% | Sharpe | 0.26 |
| Sortino | 0.47 |
| Beta | 1.55 | Correlation | 0.43 |
| Up capture | 117.71% | Down capture | 249.47% |
Relative Value shows 0.87 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.72% | Ulcer Index | 34.10 |
| MTD | 2.85% | QTD | 24.45% |
| YTD | 93.14% | Window (ann., 3.0y) | 2.15% |
| Skewness | 4.90 | Excess Kurtosis | 72.12 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.02 |
| Gain/Pain | 0.06 | Hit Rate | 47.94% |
| Win/Loss | 1.14 | Upside Potential | 0.52 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.60% | -5.15% | -4.84% | -6.87% |
| CVaR (ES) | -5.19% | -9.22% | -6.09% | -7.88% |
| VaR (Cornish-Fisher) | — | — | 4.97% | -19.45% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.72% | 2024-03-08 | 2025-11-03 | ongoing | 415 | — |
| -11.16% | 2023-09-01 | 2023-09-13 | 2023-11-14 | 7 | 44 |
| -10.71% | 2023-12-04 | 2024-01-05 | 2024-03-04 | 22 | 39 |
| -2.67% | 2024-03-04 | 2024-03-06 | 2024-03-08 | 2 | 2 |
| -1.22% | 2023-11-20 | 2023-11-21 | 2023-11-24 | 1 | 2 |
| -1.02% | 2023-11-30 | 2023-12-01 | 2023-12-04 | 1 | 1 |
| -0.76% | 2023-08-21 | 2023-08-23 | 2023-08-24 | 2 | 1 |
| -0.74% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
| -0.47% | 2023-11-27 | 2023-11-28 | 2023-11-29 | 1 | 1 |
| -0.38% | 2023-11-14 | 2023-11-16 | 2023-11-17 | 2 | 1 |
Worst depth first · lengths in trading days.