$68.29
+1.42 (+2.12%)
USD · as of 2026-08-21 · marketstack
From 752 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 37.33% | Sharpe | 0.68 |
| Sortino | 1.01 |
| Beta | 1.86 | Correlation | 0.72 |
| Up capture | 175.76% | Down capture | 315.68% |
Relative Value shows 1.82 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −39.31% | Ulcer Index | 14.19 |
| MTD | 1.80% | QTD | 4.39% |
| YTD | 1.35% | Window (ann., 3.0y) | 20.22% |
| Skewness | 0.50 | Excess Kurtosis | 6.47 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.00 |
| Gain/Pain | 0.12 | Hit Rate | 52.53% |
| Win/Loss | 1.01 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.50% | -5.90% | -3.77% | -5.37% |
| CVaR (ES) | -5.04% | -7.39% | -4.75% | -6.17% |
| VaR (Cornish-Fisher) | — | — | -3.12% | -7.84% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -39.31% | 2025-02-06 | 2025-04-08 | ongoing | 42 | — |
| -19.29% | 2023-09-15 | 2023-10-25 | 2023-12-01 | 28 | 26 |
| -14.76% | 2023-12-15 | 2024-04-30 | 2024-05-21 | 93 | 15 |
| -12.98% | 2024-07-30 | 2024-08-07 | 2024-09-17 | 6 | 28 |
| -12.14% | 2024-11-06 | 2025-01-13 | 2025-02-06 | 44 | 17 |
| -9.70% | 2024-05-21 | 2024-06-13 | 2024-07-05 | 16 | 14 |
| -8.36% | 2024-10-17 | 2024-10-25 | 2024-11-06 | 6 | 8 |
| -6.07% | 2024-07-17 | 2024-07-24 | 2024-07-26 | 5 | 2 |
| -5.95% | 2024-09-19 | 2024-10-03 | 2024-10-15 | 10 | 8 |
| -5.34% | 2023-08-29 | 2023-09-05 | 2023-09-14 | 4 | 7 |
Worst depth first · lengths in trading days.