$53.68
+0.21 (+0.39%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.23% | Sharpe | −0.15 |
| Sortino | −0.19 |
| Beta | 0.95 | Correlation | 0.32 |
| Up capture | 15.83% | Down capture | 146.65% |
Relative Value shows 0.46 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −63.13% | Ulcer Index | 41.15 |
| MTD | 2.90% | QTD | 25.23% |
| YTD | 31.32% | Window (ann., 3.0y) | −15.18% |
| Skewness | −3.20 | Excess Kurtosis | 34.34 |
| Omega (θ=0) | 0.97 | Tail Ratio | 1.07 |
| Gain/Pain | −0.03 | Hit Rate | 51.73% |
| Win/Loss | 0.89 | Upside Potential | 0.36 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.99% | -6.59% | -4.51% | -6.36% |
| CVaR (ES) | -6.44% | -15.64% | -5.64% | -7.28% |
| VaR (Cornish-Fisher) | — | — | -4.57% | -24.12% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -63.13% | 2024-01-17 | 2026-04-01 | ongoing | 553 | — |
| -16.66% | 2023-09-14 | 2023-10-13 | 2023-11-27 | 21 | 30 |
| -3.58% | 2023-12-18 | 2023-12-20 | 2023-12-27 | 2 | 4 |
| -2.96% | 2023-12-28 | 2024-01-03 | 2024-01-16 | 3 | 8 |
| -2.16% | 2023-11-27 | 2023-11-29 | 2023-11-30 | 2 | 1 |
| -1.80% | 2023-12-04 | 2023-12-05 | 2023-12-11 | 1 | 4 |
| -1.64% | 2023-12-13 | 2023-12-15 | 2023-12-18 | 2 | 1 |
| -1.31% | 2023-09-11 | 2023-09-12 | 2023-09-13 | 1 | 1 |
| -0.97% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -0.89% | 2023-08-30 | 2023-09-06 | 2023-09-07 | 4 | 1 |
Worst depth first · lengths in trading days.