$66.17
+0.21 (+0.32%)
USD · as of 2026-08-21 · marketstack
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 42.83% | Sharpe | 0.44 |
| Sortino | 0.64 |
| Beta | 0.51 | Correlation | 0.17 |
| Up capture | 27.66% | Down capture | −77.82% |
Relative Value shows 0.38 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −44.15% | Ulcer Index | 18.59 |
| MTD | −9.57% | QTD | −20.90% |
| YTD | −5.94% | Window (ann., 3.0y) | 10.02% |
| Skewness | 0.28 | Excess Kurtosis | 4.03 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.00 |
| Gain/Pain | 0.08 | Hit Rate | 53.74% |
| Win/Loss | 0.93 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.16% | -7.57% | -4.36% | -6.20% |
| CVaR (ES) | -5.97% | -8.77% | -5.49% | -7.12% |
| VaR (Cornish-Fisher) | — | — | -3.92% | -8.10% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -44.15% | 2025-01-21 | 2025-10-30 | ongoing | 196 | — |
| -18.27% | 2024-04-11 | 2024-06-04 | 2024-09-13 | 37 | 70 |
| -11.18% | 2023-10-16 | 2023-10-26 | 2023-11-02 | 8 | 5 |
| -10.61% | 2024-12-16 | 2025-01-10 | 2025-01-21 | 16 | 6 |
| -9.94% | 2024-10-30 | 2024-11-04 | 2024-11-06 | 3 | 2 |
| -9.53% | 2023-09-11 | 2023-09-21 | 2023-10-11 | 8 | 14 |
| -7.97% | 2023-12-27 | 2024-01-03 | 2024-01-29 | 4 | 17 |
| -7.61% | 2023-09-01 | 2023-09-06 | 2023-09-11 | 2 | 3 |
| -6.78% | 2024-11-08 | 2024-11-15 | 2024-11-22 | 5 | 5 |
| -6.14% | 2023-11-06 | 2023-11-07 | 2023-11-27 | 1 | 13 |
Worst depth first · lengths in trading days.