$67.53
-0.57 (-0.84%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.83% | Sharpe | 0.01 |
| Sortino | 0.01 |
| Beta | −0.34 | Correlation | −0.11 |
| Up capture | 13.96% | Down capture | 41.81% |
Relative Value shows 0.36 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −55.32% | Ulcer Index | 28.81 |
| MTD | 8.78% | QTD | 28.26% |
| YTD | 59.50% | Window (ann., 3.0y) | −5.58% |
| Skewness | −0.05 | Excess Kurtosis | 5.22 |
| Omega (θ=0) | 1.00 | Tail Ratio | 1.13 |
| Gain/Pain | 0.00 | Hit Rate | 47.33% |
| Win/Loss | 1.11 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.98% | -6.10% | -3.61% | -5.10% |
| CVaR (ES) | -5.09% | -8.90% | -4.52% | -5.85% |
| VaR (Cornish-Fisher) | — | — | -3.41% | -7.86% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -55.32% | 2024-04-03 | 2025-11-06 | ongoing | 401 | — |
| -11.62% | 2023-09-01 | 2023-10-25 | 2024-02-29 | 37 | 86 |
| -2.68% | 2024-03-04 | 2024-03-08 | 2024-03-13 | 4 | 3 |
| -1.85% | 2024-03-13 | 2024-03-19 | 2024-03-20 | 4 | 1 |
| -1.76% | 2024-03-20 | 2024-03-25 | 2024-03-27 | 3 | 2 |
| -1.17% | 2023-08-21 | 2023-08-23 | 2023-08-28 | 2 | 3 |
| -0.85% | 2024-03-27 | 2024-04-01 | 2024-04-02 | 2 | 1 |
| -0.15% | 2023-08-30 | 2023-08-31 | 2023-09-01 | 1 | 1 |
Worst depth first · lengths in trading days.