$66.09
-0.85 (-1.27%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.24% | Sharpe | 1.14 |
| Sortino | 1.59 |
| Beta | 0.24 | Correlation | 0.15 |
| Up capture | 55.41% | Down capture | −66.20% |
Relative Value shows 0.50 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −16.40% | Ulcer Index | 5.52 |
| MTD | −3.28% | QTD | −8.14% |
| YTD | 16.54% | Window (ann., 3.0y) | 24.21% |
| Skewness | −0.78 | Excess Kurtosis | 8.81 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.09 |
| Gain/Pain | 0.23 | Hit Rate | 55.47% |
| Win/Loss | 0.97 | Upside Potential | 0.53 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.88% | -3.34% | -2.10% | -3.02% |
| CVaR (ES) | -3.13% | -5.75% | -2.66% | -3.47% |
| VaR (Cornish-Fisher) | — | — | -2.15% | -6.23% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -16.40% | 2025-10-07 | 2026-01-07 | 2026-02-11 | 63 | 24 |
| -14.63% | 2026-07-29 | 2026-08-17 | ongoing | 13 | — |
| -10.98% | 2023-09-14 | 2023-10-26 | 2024-03-13 | 30 | 94 |
| -10.29% | 2024-11-29 | 2025-01-22 | 2025-03-03 | 34 | 27 |
| -8.63% | 2026-05-01 | 2026-05-08 | 2026-07-20 | 5 | 45 |
| -8.57% | 2024-09-04 | 2024-10-21 | 2024-10-31 | 33 | 8 |
| -7.72% | 2026-02-25 | 2026-03-24 | 2026-04-30 | 19 | 26 |
| -7.52% | 2025-05-07 | 2025-05-14 | 2025-06-23 | 5 | 26 |
| -7.43% | 2025-03-31 | 2025-04-08 | 2025-05-06 | 6 | 19 |
| -7.32% | 2024-03-21 | 2024-04-16 | 2024-05-02 | 17 | 12 |
Worst depth first · lengths in trading days.