$60.26
-0.18 (-0.30%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.07% | Sharpe | 0.36 |
| Sortino | 0.55 |
| Beta | 1.05 | Correlation | 0.57 |
| Up capture | 82.06% | Down capture | 142.28% |
Relative Value shows 0.71 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −31.66% | Ulcer Index | 14.85 |
| MTD | −3.81% | QTD | −2.37% |
| YTD | 7.45% | Window (ann., 3.0y) | 6.58% |
| Skewness | 0.54 | Excess Kurtosis | 3.09 |
| Omega (θ=0) | 1.06 | Tail Ratio | 1.16 |
| Gain/Pain | 0.06 | Hit Rate | 47.73% |
| Win/Loss | 1.16 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.84% | -5.09% | -3.07% | -4.36% |
| CVaR (ES) | -3.89% | -5.72% | -3.86% | -5.01% |
| VaR (Cornish-Fisher) | — | — | -2.66% | -4.78% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -31.66% | 2024-11-25 | 2025-04-14 | ongoing | 94 | — |
| -20.23% | 2024-01-29 | 2024-04-10 | 2024-11-06 | 50 | 146 |
| -16.70% | 2023-08-21 | 2023-09-20 | 2023-11-14 | 21 | 39 |
| -8.53% | 2023-12-27 | 2024-01-17 | 2024-01-25 | 13 | 6 |
| -4.67% | 2024-11-12 | 2024-11-20 | 2024-11-25 | 6 | 3 |
| -4.39% | 2023-11-17 | 2023-11-27 | 2023-12-01 | 5 | 4 |
| -3.25% | 2024-11-06 | 2024-11-07 | 2024-11-11 | 1 | 2 |
| -2.51% | 2023-12-19 | 2023-12-20 | 2023-12-26 | 1 | 3 |
| -2.11% | 2023-12-04 | 2023-12-06 | 2023-12-07 | 2 | 1 |
| -1.07% | 2023-12-11 | 2023-12-12 | 2023-12-13 | 1 | 1 |
Worst depth first · lengths in trading days.