$85.75
+0.62 (+0.73%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 46.14% | Sharpe | 0.64 |
| Sortino | 0.96 |
| Beta | 1.69 | Correlation | 0.46 |
| Up capture | 115.21% | Down capture | 47.01% |
Relative Value shows 1.60 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −49.34% | Ulcer Index | 21.59 |
| MTD | −3.87% | QTD | −35.89% |
| YTD | 89.13% | Window (ann., 3.0y) | 21.00% |
| Skewness | 0.35 | Excess Kurtosis | 4.84 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.15 |
| Gain/Pain | 0.12 | Hit Rate | 52.06% |
| Win/Loss | 1.02 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.12% | -8.14% | -4.66% | -6.64% |
| CVaR (ES) | -6.48% | -9.85% | -5.88% | -7.63% |
| VaR (Cornish-Fisher) | — | — | -4.08% | -9.05% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -49.34% | 2023-12-26 | 2025-04-08 | 2026-01-07 | 321 | 188 |
| -38.08% | 2026-07-01 | 2026-07-29 | ongoing | 19 | — |
| -21.69% | 2023-08-30 | 2023-10-25 | 2023-12-01 | 39 | 26 |
| -17.90% | 2026-02-11 | 2026-03-06 | 2026-04-09 | 16 | 23 |
| -9.59% | 2026-05-26 | 2026-06-05 | 2026-06-11 | 8 | 3 |
| -6.45% | 2026-01-22 | 2026-02-04 | 2026-02-05 | 9 | 1 |
| -6.39% | 2026-05-11 | 2026-05-19 | 2026-05-22 | 6 | 3 |
| -5.39% | 2026-04-24 | 2026-04-28 | 2026-05-04 | 2 | 4 |
| -4.77% | 2026-06-25 | 2026-06-26 | 2026-06-30 | 1 | 2 |
| -4.12% | 2026-01-15 | 2026-01-20 | 2026-01-21 | 2 | 1 |
Worst depth first · lengths in trading days.