$71.60
+2.19 (+3.16%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 35.45% | Sharpe | 0.44 |
| Sortino | 0.68 |
| Beta | 1.56 | Correlation | 0.63 |
| Up capture | 126.38% | Down capture | 230.79% |
Relative Value shows 1.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −35.71% | Ulcer Index | 16.42 |
| MTD | 2.98% | QTD | −8.05% |
| YTD | 37.76% | Window (ann., 3.0y) | 9.58% |
| Skewness | 0.67 | Excess Kurtosis | 4.71 |
| Omega (θ=0) | 1.08 | Tail Ratio | 1.25 |
| Gain/Pain | 0.08 | Hit Rate | 46.47% |
| Win/Loss | 1.22 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.97% | -5.11% | -3.61% | -5.13% |
| CVaR (ES) | -4.22% | -6.87% | -4.54% | -5.89% |
| VaR (Cornish-Fisher) | — | — | -2.96% | -6.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -35.71% | 2024-02-07 | 2025-04-16 | 2026-01-22 | 298 | 192 |
| -18.68% | 2023-08-21 | 2023-10-19 | 2023-12-04 | 42 | 31 |
| -17.95% | 2026-03-04 | 2026-03-13 | 2026-04-16 | 7 | 23 |
| -17.02% | 2026-06-11 | 2026-08-03 | ongoing | 35 | — |
| -9.12% | 2026-04-23 | 2026-05-13 | 2026-05-14 | 14 | 1 |
| -9.00% | 2023-12-22 | 2024-01-17 | 2024-02-02 | 15 | 12 |
| -7.64% | 2026-01-22 | 2026-01-27 | 2026-02-03 | 3 | 5 |
| -4.83% | 2026-02-20 | 2026-02-25 | 2026-02-26 | 3 | 1 |
| -2.40% | 2026-04-20 | 2026-04-22 | 2026-04-23 | 2 | 1 |
| -2.20% | 2023-12-14 | 2023-12-18 | 2023-12-19 | 2 | 1 |
Worst depth first · lengths in trading days.