$60.90
+0.02 (+0.03%)
USD · as of 2026-08-21 · marketstack
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.02% | Sharpe | 0.76 |
| Sortino | 1.10 |
| Beta | 0.96 | Correlation | 0.48 |
| Up capture | 110.37% | Down capture | 163.15% |
Relative Value shows 1.04 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.76% | Ulcer Index | 10.61 |
| MTD | 0.61% | QTD | 13.03% |
| YTD | 28.43% | Window (ann., 3.0y) | 16.43% |
| Skewness | −0.07 | Excess Kurtosis | 1.85 |
| Omega (θ=0) | 1.14 | Tail Ratio | 0.95 |
| Gain/Pain | 0.14 | Hit Rate | 49.80% |
| Win/Loss | 1.05 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.49% | -4.36% | -2.42% | -3.45% |
| CVaR (ES) | -3.43% | -4.91% | -3.05% | -3.96% |
| VaR (Cornish-Fisher) | — | — | -2.39% | -4.18% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.76% | 2024-07-30 | 2025-04-08 | 2025-10-20 | 173 | 134 |
| -19.47% | 2023-09-01 | 2023-10-27 | 2023-12-14 | 39 | 33 |
| -15.93% | 2023-12-28 | 2024-05-29 | 2024-07-15 | 104 | 31 |
| -10.73% | 2026-02-10 | 2026-03-25 | 2026-04-16 | 30 | 15 |
| -6.61% | 2025-10-30 | 2025-11-12 | 2025-12-01 | 9 | 12 |
| -5.97% | 2026-01-16 | 2026-01-28 | 2026-02-05 | 7 | 6 |
| -5.02% | 2026-05-26 | 2026-06-03 | 2026-06-12 | 6 | 5 |
| -5.02% | 2026-04-20 | 2026-04-22 | 2026-05-06 | 2 | 10 |
| -3.11% | 2026-06-16 | 2026-06-17 | 2026-06-23 | 1 | 3 |
| -3.00% | 2026-05-08 | 2026-05-15 | 2026-05-26 | 5 | 6 |
Worst depth first · lengths in trading days.