$60.10
+1.39 (+2.37%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.95% | Sharpe | 0.53 |
| Sortino | 0.77 |
| Beta | 0.64 | Correlation | 0.22 |
| Up capture | 111.16% | Down capture | 128.27% |
Relative Value shows 0.60 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −52.16% | Ulcer Index | 21.68 |
| MTD | 8.19% | QTD | 30.23% |
| YTD | 52.34% | Window (ann., 3.0y) | 14.59% |
| Skewness | 0.08 | Excess Kurtosis | 5.57 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.07 |
| Gain/Pain | 0.10 | Hit Rate | 51.87% |
| Win/Loss | 1.02 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.91% | -7.75% | -4.46% | -6.35% |
| CVaR (ES) | -6.37% | -10.68% | -5.62% | -7.29% |
| VaR (Cornish-Fisher) | — | — | -4.09% | -9.79% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -52.16% | 2024-05-20 | 2025-04-08 | 2026-03-04 | 221 | 226 |
| -33.11% | 2026-05-05 | 2026-07-06 | ongoing | 38 | — |
| -17.00% | 2026-03-27 | 2026-04-17 | 2026-04-30 | 14 | 9 |
| -14.77% | 2023-12-22 | 2024-03-08 | 2024-04-03 | 51 | 17 |
| -14.27% | 2023-09-28 | 2023-10-25 | 2023-12-15 | 19 | 36 |
| -13.02% | 2026-03-12 | 2026-03-16 | 2026-03-24 | 2 | 6 |
| -12.66% | 2026-03-05 | 2026-03-06 | 2026-03-12 | 1 | 4 |
| -8.47% | 2024-04-05 | 2024-04-17 | 2024-05-13 | 8 | 18 |
| -6.62% | 2023-09-01 | 2023-09-07 | 2023-09-19 | 3 | 8 |
| -3.54% | 2023-08-21 | 2023-08-24 | 2023-08-28 | 3 | 2 |
Worst depth first · lengths in trading days.