$57.90
+1.58 (+2.81%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 25.23% | Sharpe | 0.47 |
| Sortino | 0.72 |
| Beta | −0.19 | Correlation | −0.12 |
| Up capture | 23.60% | Down capture | −46.96% |
Relative Value shows 0.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −26.16% | Ulcer Index | 9.22 |
| MTD | 0.28% | QTD | 4.27% |
| YTD | −6.38% | Window (ann., 3.0y) | 9.08% |
| Skewness | 0.57 | Excess Kurtosis | 5.20 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.07 |
| Gain/Pain | 0.09 | Hit Rate | 49.73% |
| Win/Loss | 1.09 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.37% | -3.83% | -2.57% | -3.65% |
| CVaR (ES) | -3.27% | -4.82% | -3.23% | -4.19% |
| VaR (Cornish-Fisher) | — | — | -2.13% | -4.72% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -26.16% | 2026-03-13 | 2026-06-30 | ongoing | 71 | — |
| -19.44% | 2025-08-11 | 2026-01-07 | 2026-03-06 | 103 | 40 |
| -14.16% | 2024-04-02 | 2024-06-27 | 2024-09-30 | 60 | 65 |
| -11.03% | 2025-04-22 | 2025-06-11 | 2025-06-23 | 35 | 7 |
| -9.85% | 2023-08-21 | 2023-11-17 | 2024-02-15 | 63 | 60 |
| -7.80% | 2024-12-12 | 2025-01-17 | 2025-02-03 | 23 | 10 |
| -6.94% | 2025-04-03 | 2025-04-09 | 2025-04-17 | 4 | 6 |
| -6.35% | 2025-06-23 | 2025-07-29 | 2025-08-08 | 25 | 8 |
| -5.42% | 2024-11-29 | 2024-12-09 | 2024-12-11 | 6 | 2 |
| -4.99% | 2025-03-10 | 2025-03-25 | 2025-04-01 | 11 | 5 |
Worst depth first · lengths in trading days.